Forecasting S&P 500 stock index futures with a hybrid AI system.
Ray TsaihYenshan HsuCharles C. LaiPublished in: Decis. Support Syst. (1998)
Keyphrases
- stock index futures
- stock index
- stock market
- financial markets
- financial time series
- garch model
- short term
- stock exchange
- forecasting model
- portfolio management
- stock price
- artificial intelligence
- trading systems
- financial data
- expert systems
- long term
- case based reasoning
- machine learning
- exchange rate
- portfolio selection
- non stationary
- risk management