Stock market index prediction using transformer neural network models and frequency decomposition.
Camilo YañezWerner KristjanpollerMarcel C. MinutoloPublished in: Neural Comput. Appl. (2024)
Keyphrases
- stock market
- neural network model
- financial time series
- garch model
- stock index
- neural network
- chinese stock market
- short term
- forecasting accuracy
- stock price
- multi layer perceptron
- stock index futures
- trading rules
- artificial neural networks
- stock exchange
- radial basis function network
- neural models
- stock trading
- financial data
- investment strategies
- stock data
- bp neural network
- input variables
- stock returns
- fuzzy logic
- long term
- listed companies
- fault diagnosis
- load forecasting
- financial news
- portfolio optimization
- financial markets
- foreign exchange
- bayesian models
- power system