A Causal Time-Series Model Based on Multilayer Perceptron Regression for Forecasting Taiwan Stock Index.
Tai-Liang ChenChing-Hsue ChengJing-Wei LiuPublished in: Int. J. Inf. Technol. Decis. Mak. (2019)
Keyphrases
- multilayer perceptron
- stock index
- stock market
- garch model
- financial markets
- empirical analysis
- stock price
- stock exchange
- financial time series
- portfolio management
- stock index futures
- trading systems
- neural network
- artificial neural networks
- back propagation
- radial basis function
- multivariate time series
- regression model
- short term
- neural network model
- financial data
- portfolio selection
- support vector regression
- empirical studies
- non stationary
- theoretical analysis
- historical data
- long term
- support vector