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Testing an Algorithm with Asymmetric Markov-Switching GARCH Models in US Stock Trading.

Oscar V. De la Torre-TorresDora Aguilasocho-MontoyaJosé Álvarez-García
Published in: Symmetry (2021)
Keyphrases
  • detection algorithm
  • learning algorithm
  • expectation maximization
  • stock trading
  • preprocessing
  • k means
  • long term
  • feature space