Volatility in the stock market: ANN versus parametric models.
Rita Laura D'EcclesiaDaniele ClementiPublished in: Ann. Oper. Res. (2021)
Keyphrases
- stock market
- parametric models
- artificial neural networks
- stock index futures
- stock price
- garch model
- short term
- financial time series
- chinese stock market
- financial markets
- trading rules
- stock trading
- stock exchange
- back propagation
- financial data
- stock returns
- listed companies
- stock data
- flow field
- neural network
- stock index
- stock market data
- technical indicators
- portfolio optimization
- trading systems
- feature selection