A DNN Approach to Improving the Short-Term Investment Criteria for S&P500 Index Stock Market.
Carlos MontenegroMarco MolinaPublished in: ICEEG (2019)
Keyphrases
- stock market
- short term
- investment strategies
- stock index
- long term
- garch model
- financial time series
- stock exchange
- chinese stock market
- stock index futures
- stock price
- stock trading
- short and long term
- financial markets
- short term and long term
- trading rules
- stock data
- financial news
- market prices
- portfolio management
- portfolio optimization
- financial data
- decision making
- long term memory
- medium term
- financial information
- arima model
- stock returns
- load forecasting
- forecasting model
- optimization algorithm
- stock market data