Multivariate time series prediction based on neural networks applied to stock market.

Yiwen Yang Guizhong Liu

Published in: SMC (2001)

Keyphrases

stock market
financial time series
multivariate time series
neural network
garch model
stock price
stock exchange
stock trading
short term
trading rules
phase space reconstruction
financial data
multivariate time series data
long term
exchange rate
artificial neural networks
stock index futures
high dimensional