Using Chaotic Neural Network to Forecast Stock Index.
Bo NingJiutao WuHui PengJianye ZhaoPublished in: ISNN (1) (2009)
Keyphrases
- stock index
- chaotic neural network
- stock market
- stock exchange
- empirical analysis
- portfolio management
- financial markets
- garch model
- stock price
- phase space
- trading systems
- short term
- hopfield neural network
- sufficient conditions
- activation function
- financial data
- portfolio selection
- financial time series
- portfolio optimization
- neural network
- dynamical systems
- cellular neural networks
- non stationary
- expert systems
- decision making
- learning algorithm