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Forecasting S&P 500 stock index futures with a hybrid AI system

✍ Scribed by Ray Tsaih; Yenshan Hsu; Charles C. Lai


Book ID
114155119
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
186 KB
Volume
23
Category
Article
ISSN
0167-9236

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Forecasting S&P 500 stock index futures
✍ Ray Tsaih; Yenshan Hsu; Charles C. Lai πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 186 KB

This study presents a hybrid AI artificial intelligence approach to the implementation of trading strategies in the S & P 500 stock index futures market. The hybrid AI approach integrates the rule-based systems technique and the neural networks technique to accurately predict the direction of daily