Long-term Forecasting of Risk Indicators for Chinese Financial Derivatives Market Based on Seasonal-trend Decomposition and Sub-components Modeling.
Hang JiangZhongchen MiaoJian GaoJidong LuGuangwei ShiPublished in: ICMLC (2023)
Keyphrases
- short term
- long term
- stock market
- listed companies
- financial crisis
- foreign exchange
- financial data
- portfolio optimization
- chinese stock market
- risk management
- stock price
- decision making
- medium term
- investment decisions
- corporate governance
- forecasting model
- short and long term
- financial markets
- early warning
- credit risk
- stock exchange
- exchange rate
- financial time series
- portfolio management
- trading strategies
- higher order
- stock returns
- crude oil
- stock index futures
- risk neutral
- power generation
- garch model
- investment strategies
- neural network
- decision support system
- risk analysis
- risk evaluation
- financial risk