Investigating Optimal Regimes for Prediction in the Stock Market.
Rodrigo CorbelliMarley M. B. R. VellascoÁlvaro VeigaPublished in: CEC (2020)
Keyphrases
- stock market
- financial time series
- stock price
- stock exchange
- stock trading
- trading rules
- financial data
- short term
- stock index futures
- financial markets
- financial news
- stock returns
- stock data
- investment strategies
- prediction model
- foreign exchange
- listed companies
- portfolio optimization
- long term
- market data
- information and communication technologies