Dynamic forecasting of the Shanghai Stock Exchange index movement using multiple types of investor sentiment.
Shangkun DengChongyi XiaoYingke ZhuYu TianZonghua LiuTianxiang YangPublished in: Appl. Soft Comput. (2022)
Keyphrases
- stock exchange
- stock index
- stock market
- multiple types
- stock price
- financial time series
- garch model
- short term
- investment strategies
- financial data
- long term
- exchange rate
- portfolio optimization
- historical data
- co occurrence
- real world
- financial markets
- non stationary
- reinforcement learning
- feature selection
- multiple features
- data sets
- multi class