A Comparison of Machine Learning Methods for Forecasting Dow Jones Stock Index.
Adis AlihodzicEnes ZvornicaninFikret CunjaloPublished in: LSSC (2021)
Keyphrases
- stock index
- dow jones
- stock exchange
- stock price
- stock market
- financial time series
- stock index futures
- financial data
- financial markets
- garch model
- short term
- exchange rate
- trading systems
- news articles
- transaction costs
- portfolio optimization
- non stationary
- historical data
- feature selection
- theoretical analysis
- long term