Forecasting financial signal for automated trading: An interpretable approach.
Mohammad Reza RoostaeeAhmad Ali AbinPublished in: Expert Syst. Appl. (2023)
Keyphrases
- foreign exchange
- trading systems
- exchange rate
- technical indicators
- trading strategies
- financial markets
- stock market
- signal processing
- stock price
- financial forecasting
- early warning
- fully automated
- financial time series
- financial information
- autoregressive model
- non stationary
- financial data
- dow jones
- signal detection
- compressive sensing
- semi automated
- short term
- high frequency
- radio frequency
- electricity markets
- long run
- news articles
- frequency domain
- decision support system