Stock market index prediction using artificial neural networks trained on foreign markets : And how they compare to a domestic artificial neural network
In this report, the location dependency of stock predicting articial neural networks(ANNs) is investigated. Five ANNs of the type feed forward network are trained on vedierent stock market indices (Denmark, Germany, Japan, Sweden and USA) and thencross-tested on the other markets to examine what imp...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2015
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-166774 |