An automated financial indices-processing scheme for classifying market liquidity regimes.
Xing GuRogemar S. MamonMatt DavisonHao YuPublished in: Int. J. Control (2021)
Keyphrases
- financial markets
- stock market
- futures market
- portfolio optimization
- stock price
- decision making
- financial data
- stock returns
- investment strategies
- financial crisis
- foreign exchange
- risk management
- fully automated
- automatic classification
- financial institutions
- semi automated
- short run
- information technology
- parallel architecture
- real time
- learning scheme
- trading strategies
- stock exchange
- portfolio management
- listed companies
- portfolio selection
- detection scheme
- early warning
- neural network