Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets

International Journal of Electronic Finance

Volumn 1, Issue 1, 2006, Pages 49-67

  Chen, Wun Hua ^a   Shih, Jen Ying ^a   Wu, Soushan ^b  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b CHANG GUNG UNIVERSITY   (Taiwan)

Author keywords

Asian stock markets; Back Propagation (BP) neural networks; Financial forecasting; Support Vector Machines (SVMs)

Indexed keywords

EID: 38949150441     PISSN: 17460069     EISSN: 17460077     Source Type: Journal    
DOI: 10.1504/IJEF.2006.008837     Document Type: Article

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