Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs.
Tamal Datta ChaudhuriIndranil GhoshPublished in: CoRR (2016)
Keyphrases
- stock market
- using artificial neural networks
- financial time series
- garch model
- short term
- stock price
- stock index
- stock index futures
- foreign exchange
- stock returns
- technical indicators
- chinese stock market
- long term
- stock exchange
- stock trading
- exchange rate
- trading rules
- forecasting model
- stock data
- financial markets
- stock market data
- financial data
- listed companies
- artificial neural networks
- financial news
- trading strategies
- non stationary
- portfolio optimization
- electronic commerce