Using percentage accuracy to measure neural network predictions in Stock Market movements.
David BrownstonePublished in: Neurocomputing (1996)
Keyphrases
- stock market
- neural network
- trading signals
- short term
- stock price
- financial time series
- trading rules
- artificial neural networks
- stock index futures
- stock trading
- stock exchange
- listed companies
- financial news
- trading strategies
- stock data
- garch model
- portfolio optimization
- financial data
- stock returns
- investment strategies
- neural network model
- back propagation
- support vector