Forecasting Financial Markets with Classified Tactical Signals
Abstract
The Financial Market Dynamics Can Be Characterized by Macro-Economic, Micro-Financial and Market Risk Indicators, Used as Leading Indicators by Market Professionals. in This Article, We Propose a Method to Identify Market States Integrating Two Classification Algorithms: A Robust Kohonen Self-Organising Maps One and a Cart One. after Studying the Market's States Separation using the Former, We Use the Latter to Characterize the Economic Conditions over Time and to Compute the Conditional Probabilities of Related Market States.
Recommended Citation
P. Kouontchou et al., "Forecasting Financial Markets with Classified Tactical Signals," ESANN 2013 proceedings, 21st European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning, pp. 363 - 368, European Symposium on Artificial Neural Networks, Nov 2013.
Department(s)
Engineering Management and Systems Engineering
International Standard Book Number (ISBN)
978-287419081-0
Document Type
Article - Conference proceedings
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2024 European Symposium on Artificial Neural Networks, All rights reserved.
Publication Date
11 Nov 2013
