Using neural networks to forecast the S & P 100 implied volatility.
Mary MalliarisLinda SalchenbergerPublished in: Neurocomputing (1996)
Keyphrases
- neural network
- stock market
- stock index
- empirical analysis
- stock price
- garch model
- short term
- financial time series
- market prices
- stock index futures
- pattern recognition
- stock exchange
- genetic algorithm
- long term
- fuzzy logic
- neural network model
- multi layer
- multilayer perceptron
- stock returns
- stock trading
- financial markets
- hopfield neural network
- chinese stock market
- fuzzy systems
- financial data
- back propagation
- expert systems
- recurrent neural networks
- chaotic time series
- financial forecasting
- fault diagnosis
- trading systems
- feed forward
- activation function
- historical data
- neuro fuzzy
- bp neural network