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Application of VPRS model with enhanced threshold parameter selection mechanism to automatic stock market forecasting and portfolio selection.

Kuang Yu Huang
Published in: Expert Syst. Appl. (2009)
Keyphrases
  • selection mechanism
  • stock market
  • portfolio optimization
  • short term
  • portfolio selection
  • financial time series
  • neural network
  • garch model
  • data mining
  • objective function
  • prediction model
  • forecasting model