Enhanced stock price variation prediction via DOE and BPNN-based optimization.
Ling-Feng HsiehSu-Chen HsiehPei-Hao TaiPublished in: Expert Syst. Appl. (2011)
Keyphrases
- stock price
- financial time series
- prediction model
- stock market
- stock price prediction
- non stationary
- stock exchange
- option pricing
- stock market data
- technical indicators
- back propagation neural network
- financial markets
- exchange rate
- dow jones
- portfolio optimization
- stock returns
- chaotic time series
- chinese stock market
- financial data
- machine learning
- hybrid model
- bp neural network
- news articles
- data mining techniques
- information extraction
- artificial intelligence