Clustering volatility regimes for dynamic trading strategies.

Gilad Francis Nick James Max Menzies Arjun Prakash

Published in: CoRR (2020)

Keyphrases

trading strategies
stock market
clustering method
financial markets
clustering algorithm
k means
dynamic environments
test bed
information systems
cluster analysis
general purpose
short term
trading agents
financial time series
financial data
trading systems
stock price
categorical data
feature selection