Stock Market Crisis Forecasting Using Neural Networks with Input Factor Selection

Keyphrases

• Neural Network 100%
• Input Factors 100%
• Factor Selection 100%
• Market Crisis 100%
• Artificial Neural Network 66%
• Model Selection 33%
• Reduction Method 33%
• Testing Procedures 33%
• Historical Data 33%
• Nonlinear Relationship 33%
• Forecasting Techniques 33%
• Neural Network Applications 33%
• Variable Reduction 33%
• Financial Crisis 33%
• Financial Factors 33%
• Crisis Period 33%
• S&P 500 33%
• Out-of-sample Forecasting 33%
• Macroeconomic Factors 33%
• Forward Walking 33%
• Quantitative Finance 33%
• Unstable Models 33%
• Micro Factor 33%
• Over-parameterized 33%

Engineering

• Artificial Neural Network 100%
• Linear Relationship 50%
• Historical Data 50%

Economics, Econometrics and Finance

• Factor Input 100%
• Finance 33%
• Financial Crisis 33%
• Macroeconomics 33%