Identification of clusters of investors from their real trading activity in a financial market
Michele TumminelloFabrizio LilloJyrki PiiloRosario N. MantegnaPublished in: CoRR (2011)
Keyphrases
- financial markets
- stock market
- market data
- stock price
- risk management
- early warning
- portfolio selection
- trading systems
- clustering algorithm
- technical indicators
- trading rules
- fractional brownian motion
- black scholes
- portfolio theory
- investment strategies
- trading strategies
- stock exchange
- non stationary
- information retrieval