Stock market manipulation detection using feature modelling with hybrid recurrent neural networks.
Sashank SridharSiddartha MoothaPublished in: Int. J. Netw. Virtual Organisations (2022)
Keyphrases
- stock market
- recurrent neural networks
- nonlinear dynamic systems
- short term
- recurrent networks
- trading rules
- neural network
- stock price
- stock exchange
- feed forward
- stock trading
- echo state networks
- financial markets
- financial data
- chinese stock market
- stock returns
- financial time series
- stock index futures
- stock data
- reservoir computing
- listed companies
- long term
- financial news
- portfolio optimization
- cascade correlation
- stock market data
- garch model
- neural model
- artificial neural networks
- artificial intelligence
- learning algorithm