An Effective Hybrid GA-PP Strategy for Artificial Neural Network Ensemble and Its Application Stock Market Forecasting.
Chunmei WuJiansheng WuPublished in: ISNN (2) (2009)
Keyphrases
- stock market
- short term
- financial time series
- trading strategies
- neural network ensemble
- hybrid ga
- garch model
- trading rules
- stock price
- stock trading
- long term
- stock index futures
- foreign exchange
- stock exchange
- financial data
- stock returns
- financial markets
- investment strategies
- upper bound
- neural network
- prediction model
- back propagation
- stock data
- mutual information
- market data
- fuzzy logic
- data mining