Modified generalized sample entropy and surrogate data analysis for stock markets.

Mengjia Xu Pengjian Shang Jingjing Huang

Published in: Commun. Nonlinear Sci. Numer. Simul. (2016)

Keyphrases

stock market
data analysis
short term
stock returns
stock exchange
stock price
monetary policy
financial markets
financial data
financial time series
trading rules
mutual information
stock data
stock trading
data mining
data warehouse
knowledge discovery
stock market data
text mining
garch model
long term