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Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index.
An-Sing Chen
Mark T. Leung
Hazem Daouk
Published in:
Comput. Oper. Res. (2003)
Keyphrases
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stock index
financial markets
stock index futures
stock market
stock price
trading systems
portfolio selection
market data
technical indicators
risk management
early warning
exchange rate
data mining
trading strategies
decision making
optimal policy