Fluctuation prediction of stock market index by Legendre neural network with random time strength function.
Fajiang LiuJun WangPublished in: Neurocomputing (2012)
Keyphrases
- stock market
- financial time series
- neural network
- garch model
- stock index
- investment strategies
- prediction model
- chinese stock market
- stock price
- stock exchange
- short term
- financial data
- financial markets
- stock index futures
- trading rules
- stock data
- stock trading
- listed companies
- stock returns
- stock market data
- artificial neural networks
- neural network model
- back propagation
- long term
- foreign exchange
- decision support system