Bridging the divide in financial market forecasting: machine learners vs. financial economists.
Ming-Wei HsuStefan LessmannMing-Chien SungTiejun MaJohnnie E. V. JohnsonPublished in: Expert Syst. Appl. (2016)
Keyphrases
- financial markets
- exchange rate
- early warning
- technical indicators
- stock market
- stock price
- financial time series
- trading systems
- short term
- risk management
- foreign exchange
- financial institutions
- trading strategies
- stock returns
- long term
- learning environment
- agent based models
- investment strategies
- fractional brownian motion
- black scholes
- portfolio theory
- garch model
- option pricing
- e learning
- information systems
- data mining