Forecasting the turning time of stock market based on Markov-Fourier grey model.
Yen-Tseng HsuMing-Chung LiuJerome YehHui-Fen HungPublished in: Expert Syst. Appl. (2009)
Keyphrases
- grey model
- stock market
- short term
- stock exchange
- stock price
- financial time series
- trading rules
- stock data
- stock trading
- stock index futures
- technical indicators
- garch model
- long term
- exponential smoothing
- stock index
- portfolio optimization
- financial data
- financial markets
- frequency domain
- listed companies
- stock returns
- stock market data
- foreign exchange
- trading strategies
- data mining