Forecasting the Volatility of Stock Index Returns: A Stochastic Neural Network Approach.
Chokri SlimPublished in: ICCSA (3) (2004)
Keyphrases
- stock index
- garch model
- neural network
- stock market
- financial markets
- stock index futures
- stock exchange
- forecasting model
- stock price
- bp neural network
- trading systems
- short term
- artificial neural networks
- back propagation
- prediction model
- multivariate time series
- financial time series
- neural network model
- risk management
- financial data
- sar images
- investment strategies
- long term
- genetic algorithm
- wavelet analysis
- non stationary
- multiresolution