A Portfolio Rebalancing Approach for the Indian Stock Market.
Jaydip SenArup DasguptaSubhasis DasguptaSayantani Roy ChoudhuryPublished in: CoRR (2023)
Keyphrases
- stock market
- portfolio optimization
- investment strategies
- stock exchange
- financial markets
- stock price
- portfolio selection
- transaction costs
- short term
- market data
- search tree
- portfolio management
- binary search trees
- trading rules
- financial time series
- financial data
- listed companies
- stock index futures
- stock trading
- stock data
- stock returns
- financial news
- long term
- garch model
- stock market data
- data structure
- neural network