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dc.contributor.authorZhang, D.
dc.contributor.authorJiang, Q.
dc.contributor.authorLi, X.
dc.date.accessioned2006-10-27T16:16:11Z
dc.date.available2006-10-27T16:16:11Z
dc.date.issued2005
dc.identifier.issn1134-5632
dc.identifier.urihttp://hdl.handle.net/2099/2053
dc.description.abstractThis paper describes a heuristic forecasting model based on neural networks for stock decision-making. Some heuristic strategies are presented for enhancing the learning capability of neural networks and obtaining better trading performance. The China Shanghai Composite Index is used as case study. The forecasting model can forecast the buying and selling signs according to the result of neural network prediction. Results are compared with a benchmark buy-and-hold strategy. The forecasting model was found capable of consistently outperforming this benchmark strategy.
dc.language.isoeng
dc.publisherUniversitat Politècnica de Catalunya. Secció de Matemàtiques i Informàtica
dc.relation.ispartofMathware & soft computing, 2005, vol. 12, núm. 1
dc.rightsReconeixement-NoComercial-CompartirIgual 3.0 Espanya
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.otherStock decision-making
dc.subject.otherForecasting model
dc.subject.otherBenchmarking
dc.subject.otherChina Shanghai Composite Index
dc.titleA heuristic forecasting model for stock decision
dc.typeArticle
dc.subject.lemacDecisió, Presa de -- Mètodes estadístics
dc.subject.lemacMatemàtica financera
dc.subject.amsClassificació AMS:: 91 Game theory, Economics, Social and Behavioral Sciences::91B Mathematical economics
dc.rights.accessOpen Access


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