An Adaptive Expectation Genetic Algorithm Based on ANFIS and Multinational Stock Market volatility Causality for TAIEX Forecasting.
Liang-Ying WeiPublished in: Cybern. Syst. (2012)
Keyphrases
- stock index
- stock market
- garch model
- stock index futures
- stock exchange
- stock price
- financial markets
- short term
- financial time series
- trading rules
- stock trading
- trading systems
- financial data
- financial news
- neural network
- artificial neural networks
- portfolio optimization
- chinese stock market
- trading strategies
- stock data
- long term
- data mining
- stock returns
- technical indicators
- stock market data