Predicting Stock Market Time Series Using Evolutionary Artificial Neural Networks with Hurst Exponent Input Windows.
Somesh SelvaratnamMichael KirleyPublished in: Australian Conference on Artificial Intelligence (2006)
Keyphrases
- stock market
- hurst exponent
- evolutionary artificial neural networks
- financial time series
- stock price
- short term
- stock exchange
- artificial neural networks
- evolutionary algorithm
- stock data
- trading rules
- stock market data
- portfolio optimization
- financial data
- stock returns
- financial markets
- listed companies
- stock trading
- garch model
- chinese stock market
- long term
- risk management
- financial news
- stock index futures
- financial information
- technical indicators