Tsang, Philip M.; Ng, Sin-Chun; Kwan, Reggie; Mak, Jacky; … - In: International Journal of Electronic Finance 1 (2007) 3, pp. 373-388
Reliable stock market movement prediction is a challenging task. The difficulty is mainly due to the close to random-walk behaviour of a stock time series. A number of published techniques have emerged in the trading community for prediction tasks. One of them is neural network, NN. In this...