A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price.
You LiangAerambamoorthy ThavaneswaranAlexander PasekaZimo ZhuRuppa K. ThulasiramPublished in: COMPSAC (2020)
Keyphrases
- stock price
- data driven
- historical data
- financial markets
- stock market
- stock exchange
- non stationary
- dow jones
- option pricing
- short term
- exchange rate
- stock returns
- stock price prediction
- financial time series
- technical indicators
- financial data
- stock market data
- chinese stock market
- news articles
- stock data
- artificial intelligence
- data mining techniques