Predicting Future Market Trends: Which Is the Optimal Window?

Simone Merello Andrea Picasso Ratto Luca Oneto Erik Cambria

Published in: INNSBDDL (2019)

Keyphrases

predicting future
decision making
dynamic programming
closed form
real time
data sets
genetic algorithm
information systems
np hard
worst case
sliding window
window size
financial markets
market share