Forecasting the overnight return direction of stock market index combining global market indices: A multiple-branch deep learning approach.
Ruize GaoXin ZhangHongwu ZhangQuanwu ZhaoYu WangPublished in: Expert Syst. Appl. (2022)
Keyphrases
- stock market
- investment strategies
- deep learning
- stock index
- garch model
- short term
- financial time series
- stock exchange
- stock price
- chinese stock market
- financial markets
- foreign exchange
- long term
- financial data
- trading strategies
- stock returns
- stock index futures
- technical indicators
- stock trading
- trading systems
- listed companies
- stock data
- unsupervised learning
- exchange rate
- neural network
- machine learning
- trading rules
- decision makers
- feature extraction
- probabilistic model
- decision making
- dimensionality reduction
- portfolio management
- portfolio optimization
- data mining