Developing an Evolutionary Neural Network Model for Stock Index Forecasting.
Esmaeil HadavandiArash GhanbariSalman Abbasian-NaghnehPublished in: ICIC (3) (2010)
Keyphrases
- neural network model
- stock index
- empirical analysis
- stock market
- portfolio management
- forecasting accuracy
- trading systems
- garch model
- stock index futures
- financial markets
- stock exchange
- neural network
- artificial neural networks
- bp neural network
- network architecture
- stock price
- forecasting model
- back propagation neural network
- dynamic characteristics
- autoregressive model
- rbf neural network
- portfolio optimization
- theoretical analysis
- financial time series
- short term
- transaction costs
- empirical studies
- financial data
- expert systems