Forecasting stock market crisis events using deep and statistical machine learning techniques.
Sotirios P. ChatzisVasilis SiakoulisAnastasios PetropoulosEvangelos StavroulakisNikos E. VlachogiannakisPublished in: Expert Syst. Appl. (2018)
Keyphrases
- stock market
- financial time series
- short term
- stock index
- garch model
- long term
- foreign exchange
- stock exchange
- early warning
- technical indicators
- stock index futures
- financial markets
- stock price
- trading strategies
- trading rules
- financial data
- portfolio optimization
- stock market data
- chinese stock market
- financial news
- listed companies
- forecasting model
- non stationary
- stock data
- temporal data
- stock trading
- trading systems
- prediction model