Forecasting stock price index movement using a constrained deep neural network training algorithm.
Ioannis E. LivierisTheodore KotsilierisStavros StavroyiannisPanayiotis E. PintelasPublished in: Intell. Decis. Technol. (2020)
Keyphrases
- training algorithm
- stock price
- stock price prediction
- neural network
- exchange rate
- financial time series
- back propagation
- stock market
- option pricing
- garch model
- chinese stock market
- neural network training
- non stationary
- historical data
- stock exchange
- investment strategies
- short term
- foreign exchange
- financial data
- bp network
- gradient vector
- learning rate
- artificial neural networks
- training process
- hidden layer
- financial markets
- support vector machine
- news articles
- feed forward
- rbf neural network
- learning algorithm
- data sets
- long term
- fuzzy logic
- neural network model
- multilayer perceptron
- bp algorithm
- artificial intelligence
- prediction model
- radial basis function
- bp neural network
- neural nets
- decision making