Asset Allocation Strategy with Monte-Carlo Simulation for Forecasting Stock Price by ARIMA Model.
Zihao ChenPublished in: IC4E (2022)
Keyphrases
- monte carlo simulation
- arima model
- allocation strategy
- stock price
- financial markets
- short term
- stock market
- long term
- monte carlo
- markov chain
- autoregressive integrated moving average
- moving average
- non stationary
- stock exchange
- hybrid model
- historical data
- financial time series
- financial data
- autoregressive
- news articles
- exchange rate
- stock index
- portfolio optimization
- exponential smoothing
- trading systems
- nonlinear models
- artificial neural networks
- machine learning
- probabilistic model
- forecasting model
- regression model