The application of stock index price prediction with neural network

P Gao, R Zhang, X Yang - Mathematical and Computational Applications, 2020 - mdpi.com
Stock index price prediction is prevalent in both academic and economic fields. The index
price is hard to forecast due to its uncertain noise. With the development of computer …

Investigation of market efficiency and financial stability between S&P 500 and London stock exchange: monthly and yearly forecasting of time series stock returns …

MM Rounaghi, FN Zadeh - Physica A: Statistical Mechanics and its …, 2016 - Elsevier
We investigated the presence and changes in, long memory features in the returns and
volatility dynamics of S&P 500 and London Stock Exchange using ARMA model. Recently …

Application of artificial neural network models and principal component analysis method in predicting stock prices on Tehran Stock Exchange

J Zahedi, MM Rounaghi - Physica A: Statistical Mechanics and its …, 2015 - Elsevier
Stock price changes are receiving the increasing attention of investors, especially those who
have long-term aims. The present study intends to assess the predictability of prices on …

Investigation of the financial stability of S&P 500 using realized volatility and stock returns distribution

N Akter, A Nobi - Journal of Risk and Financial Management, 2018 - mdpi.com
In this work, the financial data of 377 stocks of Standard & Poor's 500 Index (S&P 500) from
the years 1998–2012 with a 250-day time window were investigated by measuring realized …

[PDF][PDF] Прогнозирование дневных котировок акций ПАО Сбербанк с помощью нейронных сетей

ИВ Егоров - 2023 - earchive.tpu.ru
Школа: Инженерная школа ядерных технологий Направление подготовки (О Page 1
Школа: Инженерная школа ядерных технологий Направление подготовки (ООП/ОПОП) …

Прогнозирование цен акции с помощью нейронной сети

ПЕ Бодрягин - 2021 - earchive.tpu.ru
В данной работе были созданы две модели рекуррентных нейронных сетей типа
LSTM и GRU, обученные на котировках цен акций из индекса ММВБ-10 в период с …