Combining Artificial Neural Networks and Statistics for Stock-Market Forecasting.
Shaun-Inn WuRuey-Pyng LuPublished in: ACM Conference on Computer Science (1993)
Keyphrases
- stock market
- artificial neural networks
- short term
- financial time series
- garch model
- long term
- stock index
- foreign exchange
- stock price
- stock exchange
- stock index futures
- technical indicators
- financial data
- financial markets
- neural network
- trading rules
- forecasting model
- trading strategies
- financial news
- portfolio optimization
- stock trading
- stock market data
- chinese stock market
- listed companies
- exchange rate
- neural network model
- stock data
- back propagation
- stock returns
- financial information
- genetic algorithm
- non stationary
- decision support system
- support vector