Neural Network-Based Financial Volatility Forecasting: A Systematic Review.
Wenbo GePooia LalbakhshLeigh IsaiArtem LenskiyHanna SuominenPublished in: ACM Comput. Surv. (2023)
Keyphrases
- systematic review
- stock market
- exchange rate
- garch model
- financial time series
- stock price
- stock index futures
- foreign exchange
- stock index
- forecasting model
- financial crisis
- financial markets
- short term
- financial data
- empirical studies
- stock returns
- early warning
- neural network
- stock exchange
- long term
- chinese stock market
- grey model
- forecasting accuracy
- turning points
- stock data
- non stationary
- stock trading
- crude oil
- support vector regression
- bp neural network
- portfolio optimization
- trading strategies
- prediction model
- developing countries
- portfolio selection
- arima model
- data mining techniques
- investment strategies
- medium term