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Predicting Future Market Trends: Which Is the Optimal Window?

Simone MerelloAndrea Picasso RattoLuca OnetoErik 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