logo
ads
سفارش طراحی انواع اکسپرت و اندیکاتور
search

از بین هزاران مقاله ما جستجو کنید...

مجموعه آموزشی جامع فارکس

Using Neural Networks and Genetic Algorithms to Predict Stock Market Returns

Using Neural Networks and Genetic Algorithms to Predict Stock Market Returns

Using Neural Networks and Genetic Algorithms to Predict Stock Market Returns

In this study we attempt to predict the daily excess returns of FTSE 500 and S&P 500 indices over the respective Treasury Bill rate returns. Initially, we prove that the excess returns time series do not fluctuate randomly. Furthermore we apply two different types of prediction models: Autoregressive (AR) and feed forward Neural Networks (NN) […]

xdc05

Using Neural Networks and Genetic Algorithms to Predict Stock Market Returns

In this study we attempt to predict the daily excess returns of FTSE 500 and S&P 500 indices over the respective Treasury Bill rate returns. Initially, we prove that the excess returns time series do not fluctuate randomly. Furthermore we apply two different types of prediction models: Autoregressive (AR) and feed forward Neural Networks (NN) to predict the excess returns time series using lagged values. For the NN models a Genetic Algorithm is constructed in order to choose the optimum topology. Finally we evaluate the prediction models on four different metrics and conclude that they do not manage to outperform significantly the prediction abilities of naï ve predictors.

 

بخش دانلود

  • عنوان مقاله : ...Using Neural Networks and Genetic Algorithms
  • نوع فایل : PDF
  • حجم فایل : 1 مگابایت

دانلود فایل