A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques.
Werner KristjanpollerKevin Michell V.Published in: Appl. Soft Comput. (2018)
Keyphrases
- stock market
- stock index futures
- forecasting model
- short term
- garch model
- long term
- portfolio optimization
- stock price
- financial time series
- risk management
- investment strategies
- stock exchange
- stock index
- stock data
- bp neural network
- financial data
- neuro fuzzy
- credit risk
- neural network
- financial markets
- trading rules
- portfolio management
- listed companies
- wind speed
- investment decisions
- natural gas
- exchange rate
- stock returns
- financial information
- artificial neural networks