An integrated early warning system for stock market turbulence.
Peiwan WangLu ZongYe MaPublished in: Expert Syst. Appl. (2020)
Keyphrases
- stock market
- short term
- early warning
- stock price
- financial data
- stock exchange
- stock index futures
- trading rules
- financial markets
- financial time series
- stock data
- long term
- stock returns
- stock trading
- portfolio optimization
- listed companies
- financial news
- garch model
- foreign exchange
- technical indicators
- trading strategies