Exploring Candlesticks and Multi-Time Windows for Forecasting Stock-Index Movements.
Kanghyeon SeoJihoon YangPublished in: SAC (2023)
Keyphrases
- stock index
- stock market
- garch model
- financial markets
- stock exchange
- stock index futures
- stock price
- financial time series
- short term
- portfolio management
- trading systems
- support vector regression
- exchange rate
- vehicle routing problem
- empirical studies
- keywords
- empirical analysis
- portfolio optimization
- heavy tailed
- probability distribution
- long term