Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks

Neurocomputing

Volumn 156, Issue , 2015, Pages 68-78

  Wang, Jie ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Financial time series model; Forecast; Principal component analysis; Stochastic time effective neural network

Indexed keywords

BACKPROPAGATION; COMMERCE; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; PRINCIPAL COMPONENT ANALYSIS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; TIME SERIES; TIME SERIES ANALYSIS;

BACK-PROPAGATION NEURAL NETWORKS; EFFECTIVE FUNCTION; FINANCIAL TIME SERIES; FINANCIAL TIME SERIES FORECASTING; FINANCIAL TIME SERIES PREDICTIONS; PRINCIPAL COMPONENTS; PRINCIPLE COMPONENT ANALYSIS; STATISTICAL COMPARISONS;

NEURAL NETWORKS;

ACCURACY; ARTICLE; ARTIFICIAL NEURAL NETWORK; BACKPROPAGATION NEURAL NETWORK; DATA ANALYSIS; ECONOMIC EVALUATION; FINANCIAL MARKET DYNAMICS FORECASTING; FORECASTING; INTERMETHOD COMPARISON; MACHINE LEARNING; MATHEMATICAL COMPUTING; MEASUREMENT ERROR; PREDICTION; PRINCIPAL COMPONENT ANALYSIS; PRIORITY JOURNAL; PROCESS DEVELOPMENT; STOCHASTIC TIME EFFECTIVE NEURAL NETWORK;

EID: 84923354640     PISSN: 09252312     EISSN: 18728286     Source Type: Journal    
DOI: 10.1016/j.neucom.2014.12.084     Document Type: Article

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