The optimal training interval for amultilayer perceptron on a day to dayestimation of the Swedish OMXS30index

The stock market plays a big role in our current nancial system and the uctuations onit are believed to depend on many dierent factors. One of the factors that are believedto be correlated to the stock market are macroeconomic variables, that is, variables thatindicate the status of the economical s...

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Bibliographic Details
Main Authors: Meier, Anton, Olsson, Philip
Format: Others
Language:English
Published: KTH, Skolan för datavetenskap och kommunikation (CSC) 2014
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-157697