Artificial neural networks with feature transformation based on domain knowledge for the prediction of stock index futures.
Kyoung-Jae KimPublished in: Intell. Syst. Account. Finance Manag. (2004)
Keyphrases
- artificial neural networks
- stock index futures
- feature transformation
- stock market
- feature extraction
- speaker identification
- scale invariant
- linear classifiers
- feature space
- neural network
- prediction model
- maximum likelihood
- back propagation
- neural network model
- forecasting model
- financial time series
- distance metric
- input variables
- bayesian framework
- machine learning
- non stationary
- least squares
- pattern recognition