Forecasting Market Price of Stock using Artificial Neural Network
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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Financial forecasting is a difficult task due to the intrinsic complexity of the financial system. A simplified approach in forecasting is given by “black box” methods like neural networks that assume little about the structure of the economy. In the present paper we relate our experience using neural nets as financial time series forecast method. In particular we show that a neural net able to...
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ژورنال
عنوان ژورنال: International Journal of Computer Applications
سال: 2015
ISSN: 0975-8887
DOI: 10.5120/ijca2015905681