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

• 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

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...