Stock Index Forecasting Using PSO Based Selective Neural Network Ensemble.
Xueqin ZhangYuehui ChenJack Y. YangPublished in: IC-AI (2007)
Keyphrases
- stock index
- neural network ensemble
- stock market
- financial markets
- garch model
- stock exchange
- empirical analysis
- portfolio management
- trading systems
- stock price
- competitive learning
- back propagation
- particle swarm optimization
- short term
- financial time series
- financial data
- neural network
- portfolio selection
- receiver operating characteristic
- artificial neural networks
- multivariate time series
- theoretical analysis
- transaction costs
- portfolio optimization
- risk management
- benchmark datasets
- empirical studies
- long term
- expert systems