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

• المؤلف الرئيسي: Vizconde, Alberto R., III
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2020
• الموضوعات: Stock index futures; Stock price forecasting
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_masteral/6216; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13294/viewcontent/Vizconde_AlbertoIII_11671335_edited.pdf

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...