Feature selection on feed-forward neural network for Eurex PSE-MSCI index futures

The stock index provides a natural benchmark for the stock market performance. More importantly, the stock index is the underlying of the futures. The paper focused on predicting the Eurex PSE-MSCI index futures price by maximizing an artificial neural network (ANN). Specifically, the study created...

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Bibliographic Details
Main Author: Vizconde, Alberto R., III
Format: text
Language:English
Published: Animo Repository 2020
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Online Access:https://animorepository.dlsu.edu.ph/etd_masteral/6216
https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13294/viewcontent/Vizconde_AlbertoIII_11671335_edited.pdf
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Institution: De La Salle University
Language: English