Forecasting Chinese Stock Markets Volatility Based on Neural Network Combining.
Wenbing XiaoQi FeiWeimin ChenPublished in: ICNC (7) (2008)
Keyphrases
- stock market
- garch model
- financial time series
- chinese stock market
- neural network
- short term
- stock index
- stock returns
- stock price
- stock exchange
- foreign exchange
- financial markets
- technical indicators
- long term
- stock index futures
- stock trading
- trading rules
- financial data
- exchange rate
- back propagation
- prediction model
- stock market data
- investment strategies
- stock data
- artificial neural networks
- trading strategies
- multivariate time series
- forecasting model
- neural network model
- non stationary
- developed countries
- portfolio optimization
- early warning
- fault diagnosis
- decision support system