An Application of CUSUM Chart on Financial Trading.
Ling XinPhilip L. H. YuKin LamPublished in: CIS (2013)
Keyphrases
- financial markets
- trading systems
- cumulative sum
- foreign exchange
- trading strategies
- financial information
- stock market
- dow jones
- electronic commerce
- sharpe ratio
- market data
- financial data
- stock price
- exchange rate
- risk management
- anomaly detection
- stock exchange
- portfolio optimization
- financial risk
- trading agents
- portfolio selection
- portfolio management
- early warning
- control system
- data mining
- investment strategies
- test bed
- agent mediated
- decision support system
- bayesian networks
- neural network