Application of Genetic Algorithms to the Optimisation of Neural Network Configuration for Stock Market Forecasting.
Daniel HulmeShuxiang XuPublished in: Australian Joint Conference on Artificial Intelligence (2001)
Keyphrases
- stock market
- network configuration
- financial time series
- short term
- neural network
- garch model
- long term
- foreign exchange
- technical indicators
- trading rules
- stock price
- stock exchange
- trading strategies
- stock trading
- stock data
- forecasting model
- financial news
- financial data
- financial markets
- exchange rate
- quality of service
- real time
- prediction model
- stock returns
- portfolio optimization
- response time