An integrated framework of genetic network programming and multi-layer perceptron neural network for prediction of daily stock return: An application in Tehran stock exchange market.
Reza RamezanianArsalan PeymanfarSeyed Babak EbrahimiPublished in: Appl. Soft Comput. (2019)
Keyphrases
- multi layer perceptron
- stock exchange
- stock price
- stock market
- neural network
- investment strategies
- stock trading
- financial time series
- artificial neural networks
- financial data
- neural network model
- radial basis function
- dow jones
- chinese stock market
- transaction costs
- neural model
- genetic network programming
- stock data
- portfolio optimization
- convertible bonds
- historical data
- black scholes
- stock returns
- non stationary
- short term
- artificial neural network models
- financial markets
- mlp neural networks
- option pricing
- news articles
- trading strategies
- exchange rate
- genetic algorithm
- association rules
- neuro fuzzy
- databases
- training data
- support vector
- training patterns
- fuzzy logic
- back propagation
- association rule mining
- basis functions