A novel hybrid model based on recurrent neural networks for stock market timing.
Yue QiuHao-Yu YangShan LuWei ChenPublished in: Soft Comput. (2020)
Keyphrases
- recurrent neural networks
- stock market
- short term
- neural network
- financial time series
- stock price
- echo state networks
- recurrent networks
- reservoir computing
- feed forward
- stock exchange
- stock index futures
- financial data
- trading rules
- stock trading
- cascade correlation
- financial news
- listed companies
- artificial neural networks
- neural model
- financial markets
- stock data
- stock returns
- genetic algorithm
- non stationary
- nonlinear dynamic systems
- chinese stock market
- garch model
- portfolio optimization