Stock price development forecasting using neural networks
نویسندگان
چکیده
منابع مشابه
Artificial Neural Networks for Forecasting Stock Price ]
Statistical arbitrage strategies have always been popular since the advent of algorithmic trading. In particular, Exchange traded fund (E.T.F.) arbitrage has attracted much attention. Trading houses have tried to replicate ETF arbitrage to other stocks. Thus, the objective is to be able to develop a long term pricing relationship between stocks and profit from their divergence from this relatio...
متن کاملForecasting Stock Market Using Wavelet Transforms and Neural Networks and ARIMA (Case study of price index of Tehran Stock Exchange)
The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series predicted by using...
متن کاملStock Price Forecasting
The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...
متن کاملXue Xing: Stock Price Forecasting Using Rbf Neural Networks and Hybrid Particle Swarm
With the characteristics of nonlinearity and randomness, stock prices change with a strong feature of disorder, and its mathematical model is often complex which makes it difficult to accurately determine the price or contain chaos. One single forecast method can only describe the stock price information partially, but fails to reflect the overall picture. In this paper, a method of Radial Basi...
متن کاملforecasting stock market using wavelet transforms and neural networks and arima (case study of price index of tehran stock exchange)
the goal of this research is to predict total stock market index of tehran stock exchange, using the compound method of arima and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. first, the series of price index was decomposed by wavelet transform, then the smooth's series predicted by using...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SHS Web of Conferences
سال: 2017
ISSN: 2261-2424
DOI: 10.1051/shsconf/20173901032