Prediction of the S&P 500 index with neural networks

被引：0
作者：
Angstenberger, J
机构：
来源：
NEURAL NETWORKS AND THEIR APPLICATIONS | 1996年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：143 / 152
页数：10
相关论文
共 50 条
[21]   Machine Learning Models' Combination for Higher Accuracy of S&P 500 Index Prediction [J].
Fu, Zichen .
2020 INTERNATIONAL CONFERENCE ON BIG DATA & ARTIFICIAL INTELLIGENCE & SOFTWARE ENGINEERING (ICBASE 2020), 2020, :215-218
[22]   A Study on Global Cyclicality of the S&P 500 Index Using a Hybrid Model of Recurrent Neural Networks and Fourier Transformations [J].
Yotov, Kostadin ;
Hadzhikoleva, Stanka ;
Hadzhikolev, Emil .
2025 24TH INTERNATIONAL SYMPOSIUM INFOTEH-JAHORINA, INFOTEH, 2025,
[23]   Negative returns on addition to the S&P 500 index and positive returns on deletion? New evidence on the attractiveness of S&P 500 versus S&P 400 indexes [J].
Vijh, Anand M. ;
Wang, Jiawei .
FINANCIAL MANAGEMENT, 2022, 51 (04) :1127-1164
[24]   Granger Causality Networks of S&P 500 Stocks [J].
Durcheva, Mariana ;
Tsankov, Pavel .
APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE20), 2021, 2333
[25]   Neural approach to forecasting of S&P 500 stock price index with virtual term generation [J].
Jo, TC .
INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE, VOL I AND II, 1999, :502-507
[26]   Pricing S&P 500 index options with Heston's model [J].
Zhang, JE ;
Shu, JH .
2003 IEEE INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING, PROCEEDINGS, 2003, :85-92
[27]   Baldrige Index out-performs S&P 500 [J].
不详 .
DIE CASTING ENGINEER, 1998, 42 (05) :97-98
[28]   Hybrid forecasting models for S&P 500 index returns [J].
Fukushima, Akihiro .
JOURNAL OF RISK FINANCE, 2011, 12 (04) :315-+
[29]   Price discovery in the S&P 500 index derivatives markets [J].
Chen, Wei-Peng ;
Chung, Huimin ;
Lien, Donald .
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 45 :438-452
[30]   S&P 500 Index Inclusions and Analysts' Forecast Optimism [J].
Zhang, Jin ;
Lin, Eric C. ;
Shin, Haeyoung .
JOURNAL OF INVESTING, 2010, 19 (04) :50-57
12345