A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets.
Hyun-jung KimKyung-shik ShinPublished in: Appl. Soft Comput. (2007)
Keyphrases
- temporal patterns
- stock market
- neural networks and genetic algorithms
- fuzzy logic
- temporal information
- temporal data
- traffic control
- temporal pattern mining
- short term
- temporal constraints
- stock data
- pattern discovery
- hybrid systems
- stock price
- stock returns
- neural network
- monetary policy
- frequent patterns
- multivariate time series
- long term
- garch model
- log files
- computational intelligence
- artificial intelligence
- financial markets
- intelligent systems
- data mining techniques