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A heuristic forecasting model for stock decision
dc.contributor.author | Zhang, D. |
dc.contributor.author | Jiang, Q. |
dc.contributor.author | Li, X. |
dc.date.accessioned | 2006-10-27T16:16:11Z |
dc.date.available | 2006-10-27T16:16:11Z |
dc.date.issued | 2005 |
dc.identifier.issn | 1134-5632 |
dc.identifier.uri | http://hdl.handle.net/2099/2053 |
dc.description.abstract | This 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.iso | eng |
dc.publisher | Universitat Politècnica de Catalunya. Secció de Matemàtiques i Informàtica |
dc.relation.ispartof | Mathware & soft computing, 2005, vol. 12, núm. 1 |
dc.rights | Reconeixement-NoComercial-CompartirIgual 3.0 Espanya |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject.other | Stock decision-making |
dc.subject.other | Forecasting model |
dc.subject.other | Benchmarking |
dc.subject.other | China Shanghai Composite Index |
dc.title | A heuristic forecasting model for stock decision |
dc.type | Article |
dc.subject.lemac | Decisió, Presa de -- Mètodes estadístics |
dc.subject.lemac | Matemàtica financera |
dc.subject.ams | Classificació AMS:: 91 Game theory, Economics, Social and Behavioral Sciences::91B Mathematical economics |
dc.rights.access | Open Access |