Advantages of Combining Factorization Machine with Elman Neural Network for Volatility Forecasting of Stock Market.
Fang WangSai TangMenggang LiPublished in: Complex. (2021)
Keyphrases
- stock market
- elman neural network
- garch model
- financial time series
- short term
- stock index futures
- stock price
- stock index
- chinese stock market
- stock returns
- technical indicators
- stock data
- stock exchange
- financial markets
- foreign exchange
- listed companies
- stock trading
- trading rules
- financial news
- financial data
- matrix factorization
- trading strategies
- long term
- stock market data
- training speed
- machine learning
- portfolio optimization
- non stationary
- training data