Improved Prediction of Financial Market Cycles with Artificial Neural Network and Markov Regime Switching

2011 ◽  
pp. 405-417
Author(s):  
David Liu ◽  
Lei Zhang
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Financial Market ◽  
Regime Switching ◽  
Markov Regime Switching ◽  
Artificial Neural

scholarly journals An approach using Artificial Neural Network and Genetic Algorithm for Day Trade Portfolio Selection

2021 ◽  
Author(s):  
Paula Campigotto ◽  
Omir Correia Alves Junior
Keyword(s):  
Neural Network ◽  
Genetic Algorithm ◽  
Artificial Neural Network ◽  
Portfolio Selection ◽  
Financial Market ◽  
Financial Strategy ◽  
Nsga Ii ◽  
Financial Investments ◽  
Artificial Neural ◽  
Investment Portfolios

In the financial market there are several types of investors, from the most conservative to the most daring, who are subject to greater risks in the expectation of greater returns on their investments. However, the concept of risk, in investment portfolios, makes it possible to measure it in different ways. This paper aims to present a method created to select portfolios for Day Trade financial investments using different metric risks, such as CVaR, EWMA and GARCH, and the ensemble of Genetic Algorithm NSGA-II and LSTM Artificial Neural Network, comparing it’s selected portfolios’ performance with another method which uses only NSGA-II and Buy and Hold financial strategy. The results show that the proposed method, with LSTM ANN achieved better returns in the year of 2019.

scholarly journals Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns

2006 ◽  
Vol 11 (4) ◽  
pp. 371-383 ◽  
Author(s):  
Eleni Constantinou ◽  
Robert Georgiades ◽  
Avo Kazandjian ◽  
Georgios P. Kouretas
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Regime Switching ◽  
Stock Exchange ◽  
Artificial Neural ◽  
Daily Returns

Autofluorescence spectroscopy of oral leukoplakia using an artificial neural network

2000 ◽  
Vol 25 (4) ◽  
pp. 325-325
Author(s):  
J.L.N. Roodenburg ◽  
H.J. Van Staveren ◽  
N.L.P. Van Veen ◽  
O.C. Speelman ◽  
J.M. Nauta ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Oral Leukoplakia ◽  
Autofluorescence Spectroscopy ◽  
Artificial Neural

1902: Is Steinstrasse After ESWL of Renal Stones Predictable? Artificial Neural Network Analysis

2004 ◽  
Vol 171 (4S) ◽  
pp. 502-503
Author(s):  
Mohamed A. Gomha ◽  
Khaled Z. Sheir ◽  
Saeed Showky ◽  
Khaled Madbouly ◽  
Emad Elsobky ◽  
...  
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Network Analysis ◽  
Renal Stones ◽  
Neural Network Analysis ◽  
Artificial Neural Network Analysis ◽  
Artificial Neural

Forecasting travel demand: a comparison of logit and artificial neural network methods

1998 ◽  
Vol 49 (7) ◽  
pp. 717-722 ◽  
Author(s):  
M C M de Carvalho ◽  
M S Dougherty ◽  
A S Fowkes ◽  
M R Wardman
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Travel Demand ◽  
Network Methods ◽  
Artificial Neural

An Artificial Neural Network to Evaluate Cartilage Collagen and Proteoglycan Fractions Based on Multiparametric Quantitative MRI Techniques

2019 ◽  
Author(s):  
Johannes Thüring ◽  
Kevin Linka ◽  
Christiane Kuhl ◽  
Sven Nebelung ◽  
Daniel Truhn
Keyword(s):  
Neural Network ◽  
Artificial Neural Network ◽  
Quantitative Mri ◽  
Artificial Neural
Sign in / Sign up

Export Citation Format

Share Document