A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron.
Ivan LetteriGiuseppe Della PennaGiovanni De GasperisAbeer DyoubPublished in: CoRR (2022)
Keyphrases
- trading systems
- multi layer perceptron
- financial markets
- neural network
- technical indicators
- stock market
- stock price
- radial basis function
- artificial neural networks
- financial forecasting
- neural network model
- trading rules
- market data
- mlp neural networks
- trading strategies
- neuro fuzzy
- risk management
- portfolio selection
- stock exchange
- artificial neural network models
- historical data
- non stationary
- support vector machine svm
- financial time series
- long term