An Empirical Analysis for Forecasting Stock Index based on LSTM Neural Network.
Chia-Hung WangXiaojing WuYu-Tin ChenPublished in: EITCE (2021)
Keyphrases
- stock index
- financial markets
- neural network
- stock market
- empirical analysis
- garch model
- recurrent neural networks
- stock exchange
- portfolio management
- stock price
- stock index futures
- short term
- trading systems
- forecasting model
- back propagation
- long term
- empirical studies
- financial time series
- bp neural network
- artificial neural networks
- neural network model
- portfolio selection
- financial data
- genetic algorithm
- theoretical analysis
- feed forward
- portfolio optimization
- prediction model
- multivariate time series
- exchange rate
- support vector regression