A forecasting approach for stock index future using grey theory and neural networks.
Sheng-Chai ChiHung-Pin ChenChun-Hao ChengPublished in: IJCNN (1999)
Keyphrases
- grey theory
- neural network
- stock index
- empirical analysis
- stock market
- garch model
- stock price
- stock index futures
- grey prediction
- portfolio management
- stock exchange
- trading systems
- long term
- genetic algorithm
- fault diagnosis
- short term
- artificial neural networks
- control method
- back propagation
- financial markets
- financial data
- control algorithm
- neural network model
- activation function
- fuzzy logic
- decision making