A multilayer feedforward perceptron model in neural networks for predicting stock market short-term trends

DOI10.1007/s43069-021-00071-2zbMath1471.91548OpenAlexW3175646119MaRDI QIDQ1981940

Tariq S. Durrani, Alireza Namdari

Publication date: 7 September 2021

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43069-021-00071-2

zbMATH Keywords

stock marketfeature selectionself-organizing mapsdata discretizationhyper-parameter optimizationmultilayer feedforward perceptron

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Computational aspects of data analysis and big data (68T09) Financial markets (91G15)

Uses Software

• RSPOP
• clusfind

Cites Work

• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
• On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
• Deep learning with long short-term memory networks for financial market predictions
• Finding Groups in Data
• A Statistical Approach to Neural Networks for Pattern Recognition

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