Intelligent System for Financial Time Series Prediction and Identification of Periods of Speculative Growth on the Financial Market.
Vera IvanyukAnatoly TsvirkunPublished in: MIM (2013)
Keyphrases
- financial markets
- intelligent systems
- stock market
- stock price
- computational intelligence
- artificial intelligence
- financial institutions
- non stationary
- technical indicators
- risk management
- fractional brownian motion
- ambient intelligence
- early warning
- soft computing
- expert systems
- black scholes
- portfolio theory
- artificial neural networks
- trading systems
- long term
- historical data
- stock returns
- genetic algorithm
- machine learning