Designing Proxies for Stock Market Indices is Computationally Hard.
Ming-Yang KaoStephen R. TatePublished in: SODA (1999)
Keyphrases
- stock market
- computationally hard
- short term
- stock exchange
- trading rules
- investment strategies
- stock price
- financial time series
- np hard
- financial data
- stock returns
- stock index futures
- long term
- stock data
- stock trading
- stock market data
- financial news
- garch model
- computational complexity
- financial markets
- support vector