Forecasting stock returns using variable selections with genetic algorithm and artificial neural-networks
Modeling stock returns requires selections of appropriate input variables. For an Artificial Neural Network, the appropriate input variables have both linear and nonlinear functional relationship with stock returns as output variables. To capture the non-linear relationships, we propose Weierstrass...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Conference Proceeding |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77749286297&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59497 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |