Interval-Valued Estimation for the Five Largest Market Capitalization Stocks in the Stock Exchange of Thailand by Markov-Switching CAPM.
Karn ThamprasertPathairat PastpipatkulWoraphon YamakaPublished in: ECONVN (2018)
Keyphrases
- stock exchange
- interval valued
- stock market
- stock price
- dow jones
- financial data
- fuzzy sets
- real valued
- black scholes
- stock trading
- financial time series
- group decision making
- partially ordered
- investment strategies
- aggregation operators
- portfolio optimization
- chinese stock market
- representation scheme
- financial markets
- artificial intelligence
- option pricing
- stock returns
- fuzzy logic
- interval valued fuzzy
- trading strategies
- exchange rate
- historical data
- non stationary
- decision makers
- rough sets
- text mining
- multi objective
- feature extraction