Mining the co-movement between foreign exchange rates and category stock indexes in the Taiwan financial capital market.
Shu-Hsien LiaoPei-Hui ChuYing-lu YouPublished in: Expert Syst. Appl. (2011)
Keyphrases
- stock price
- exchange rate
- foreign exchange
- stock market
- financial markets
- financial data
- non stationary
- financial crisis
- stock exchange
- stock data
- short run
- portfolio optimization
- historical data
- chinese stock market
- news articles
- stock returns
- financial time series
- trading systems
- stock trading
- data mining
- knowledge discovery
- currency exchange
- risk aversion
- short term
- movement patterns
- credit risk
- frequent patterns
- data mining techniques
- machine learning
- databases
- trading strategies
- pricing model
- portfolio selection