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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Main Author: | Vizconde, Alberto R., III |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2020
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Subjects: | |
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 |
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