Financial Time Series Forecast using Simulated Annealing and Threshold Acceptance Genetic BPA Neural Network.
Anupam TarsauliyaRitu TiwariAnupam ShuklaPublished in: ICEIS (2) (2011)
Keyphrases
- financial time series
- simulated annealing
- neural network
- genetic algorithm
- stock market
- financial time series forecasting
- turning points
- short term
- non stationary
- stock exchange
- financial data
- artificial neural networks
- evolutionary algorithm
- exchange rate
- multivariate time series
- stock returns
- stock price
- long term
- dimensionality reduction
- cluster analysis
- bp neural network