Pages that link to "Item:Q1870846"
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The following pages link to Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index. (Q1870846):
Displaying 25 items.
- A data analytic approach to forecasting daily stock returns in an emerging market (Q323244) (← links)
- Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
- Dynamic multi-criteria evaluation of co-evolution strategies for solving stock trading problems (Q426944) (← links)
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Neural networks in financial trading (Q829154) (← links)
- A new hybrid artificial neural networks and fuzzy regression model for time series forecasting (Q835080) (← links)
- A neuro-computational intelligence analysis of the ecological footprint of nations (Q961815) (← links)
- A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
- Forecasting and arbitrage of the Nikkei stock index futures: An application of backpropagation networks (Q1000494) (← links)
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market (Q1583182) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Neural networks in the capital markets: An application to index forecasting (Q1915792) (← links)
- Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting (Q1933791) (← links)
- Exchange rate forecasting using ensemble modeling for better policy implications (Q2046053) (← links)
- A neural network based multi-class trading strategy for the S\&P 500 index (Q2100518) (← links)
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
- Fractional frequency hybrid model based on EEMD for financial time series forecasting (Q2208097) (← links)
- An EOQ model with time dependent Weibull deterioration, quadratic demand and partial backlogging (Q2323893) (← links)
- Non-parametric regression methods (Q2468374) (← links)
- (Q4251775) (← links)
- Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias (Q4687579) (← links)
- FORECASTING GLOBAL EQUITY INDICES USING LARGE BAYESIAN VARS (Q4976362) (← links)
- Prediction of stock price movement based on daily high prices (Q5001173) (← links)
- Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation (Q5129123) (← links)
- Design and application of interval type-2 fuzzy neural network systems optimized with hybrid algorithms (Q6658990) (← links)
