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

• المؤلفون الرئيسيون: Prisadarng Skolpadungket, Keshav Dahal, Napat Harnpornchai
• التنسيق: وقائع المؤتمر
• منشور في: 2018
• الموضوعات: Computer Science; Engineering
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=77749286297&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/59497

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...