Risk Management in the Australian Stock Market using Artificial Neural Networks.
Bjoern KrollnerBruce J. VanstoneGavin R. FinniePublished in: Aust. J. Intell. Inf. Process. Syst. (2012)
Keyphrases
- using artificial neural networks
- risk management
- stock market
- stock index futures
- decision support system
- risk assessment
- artificial neural networks
- risk evaluation
- short term
- stock price
- portfolio optimization
- stock exchange
- risk analysis
- trading rules
- financial data
- financial time series
- operational risk
- financial markets
- project management
- stock data
- neural network model
- stock returns
- stock trading
- long term
- multi agent systems
- software projects
- financial institutions
- garch model
- listed companies
- commercial banks
- information systems