Optimization of a Multi-Layer Perceptron Neural Network for Stock Market Forecasting.
Ghulam M. ChaudhryMohsen GuizaniPublished in: CAINE (2001)
Keyphrases
- stock market
- short term
- financial time series
- neural network
- stock index
- foreign exchange
- garch model
- long term
- stock exchange
- stock price
- technical indicators
- trading rules
- stock index futures
- portfolio optimization
- trading strategies
- listed companies
- neural network model
- financial data
- forecasting model
- stock data
- chinese stock market
- stock trading
- financial news
- financial markets
- prediction model
- optimization algorithm
- stock returns
- stock market data
- bp neural network
- decision support system
- multi objective
- artificial neural networks
- optimization methods
- fault diagnosis