An Adaptive Second Order Neural Network with Genetic-Algorithm-based Training (ASONN-GA) to Forecast the Closing Prices of the Stock Market.
Sarat Chandra NayakBijan Bihari MisraHimansu Sekhar BeheraPublished in: Int. J. Appl. Metaheuristic Comput. (2016)
Keyphrases
- stock market
- market prices
- neural network
- short term
- monetary policy
- genetic algorithm ga
- genetic algorithm
- training process
- stock price
- artificial neural networks
- multi layer perceptron
- stock exchange
- long term
- trading rules
- technical indicators
- fuzzy logic
- financial time series
- stock index
- stock data
- back propagation
- financial data
- stock returns
- stock trading
- stock market data
- stock index futures
- training samples
- financial markets
- investment strategies
- foreign exchange
- fault diagnosis
- garch model
- neural network model
- listed companies
- multi objective
- market data
- bp neural network
- edge detector