A Performance Comparison of Neural Networks in Forecasting Stock Price Trend
نویسندگان
چکیده
منابع مشابه
Artificial Neural Networks for Forecasting Stock Price ]
Statistical arbitrage strategies have always been popular since the advent of algorithmic trading. In particular, Exchange traded fund (E.T.F.) arbitrage has attracted much attention. Trading houses have tried to replicate ETF arbitrage to other stocks. Thus, the objective is to be able to develop a long term pricing relationship between stocks and profit from their divergence from this relatio...
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Modelling and forecasting Stock market is a challenging task for economists and engineers since it has a dynamic structure and nonlinear characteristic. This nonlinearity affects the efficiency of the price characteristics. Using an Artificial Neural Network (ANN) is a proper way to model this nonlinearity and it has been used successfully in one-step-ahead and multi-step-ahead prediction of di...
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ژورنال
عنوان ژورنال: International Journal of Computational Intelligence Systems
سال: 2017
ISSN: 1875-6883
DOI: 10.2991/ijcis.2017.10.1.23