Use of Neural Networks in Forecasting Financial Market.
Hosein MarziMark TurnbullPublished in: GrC (2007)
Keyphrases
- financial markets
- neural network
- technical indicators
- exchange rate
- stock price
- early warning
- stock market
- financial time series
- foreign exchange
- short term
- black scholes
- risk management
- trading systems
- artificial neural networks
- trading strategies
- non stationary
- fractional brownian motion
- option pricing
- neural network model
- fault diagnosis
- back propagation
- fuzzy logic
- decision making
- garch model
- portfolio theory