The Stock Markets as an Ineffective Sampler.
Gianluca AntonelliStefano ChiaveriniPublished in: CDC/ECC (2005)
Keyphrases
- stock market
- short term
- stock returns
- stock price
- markov chain
- stock data
- sequential monte carlo
- stock exchange
- financial data
- monetary policy
- stock trading
- trading rules
- financial time series
- markov chain monte carlo
- stock market data
- posterior distribution
- portfolio optimization
- financial markets
- financial news
- long term
- training set
- non stationary
- chinese stock market