The use of data mining and neural networks for forecasting stock market returns.
David EnkeSuraphan ThawornwongPublished in: Expert Syst. Appl. (2005)
Keyphrases
- stock market
- short term
- trading signals
- financial time series
- data mining
- neural network
- stock index
- garch model
- trading rules
- long term
- foreign exchange
- stock exchange
- stock price
- financial data
- technical indicators
- stock returns
- stock index futures
- exchange rate
- stock trading
- trading strategies
- back propagation
- knowledge discovery
- fuzzy logic
- chinese stock market
- financial markets
- fraud detection
- support vector regression
- listed companies
- prediction model
- pattern discovery
- neural network model
- artificial neural networks
- data mining techniques
- financial news
- data analysis
- portfolio optimization
- cluster analysis
- non stationary
- text mining
- data warehouse