Forecasting stock returns using variable selections with genetic algorithm and artificial neural-networks

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...

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書目詳細資料
Main Authors:	Prisadarng Skolpadungket, Keshav Dahal, Napat Harnpornchai
格式:	Conference Proceeding
出版:	2018
主題:	Computer Science Engineering
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77749286297&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59497
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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