Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock Index

Computers and Operations Research

Volumn 30, Issue 6, 2003, Pages 901-923

  Chen, An Sing ^a   Leung, Mark T ^b   Daouk, Hazem ^c  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

^c Department of Obstetrics Gynecology   (United States)

Author keywords

Emerging economy; Forecasting; Generalized methods of moments (GMM); Neural networks; Trading strategy

Indexed keywords

COMMERCE; FORECASTING; KALMAN FILTERING; METHOD OF MOMENTS; NEURAL NETWORKS;

FINANCIAL MARKETS;

INVESTMENTS;

FINANCIAL MARKET; FORECASTING METHOD; INVESTMENT; KALMAN FILTER; STOCK MARKET;

TAIWAN;

EID: 0037404567     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0305-0548(02)00037-0     Document Type: Article

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