A fusion model of HMM, ANN and GA for stock market forecasting.
Md. Rafiul HassanBaikunth NathMichael KirleyPublished in: Expert Syst. Appl. (2007)
Keyphrases
- stock market
- fusion model
- artificial neural networks
- short term
- financial time series
- genetic algorithm
- information fusion
- garch model
- long term
- foreign exchange
- forecasting model
- stock index futures
- trading rules
- neural network
- estimation algorithm
- financial data
- stock exchange
- stock price
- soft computing
- image registration
- multi source
- financial markets
- stock returns
- computational intelligence
- fitness function
- stock trading
- back propagation
- exchange rate
- modeling method
- fuzzy membership functions
- fusion framework
- orbit determination
- fuzzy logic
- genetic programming
- radial basis function
- bp neural network
- computationally efficient
- evolutionary computation
- trading systems
- stock data
- neural network model
- support vector regression
- fusion method
- feature extraction