Effective options trading strategies based on volatility forecasting recruiting investor sentiment.

Her-Jiun Sheu Yu-Chen Wei

Published in: Expert Syst. Appl. (2011)

Keyphrases

trading strategies
stock market
financial markets
stock price
option pricing
financial time series
garch model
short term
trading agents
trading systems
sentiment analysis
test bed
exchange rate
stock exchange
financial data
data mining
opinion mining
object oriented
long term