Applying Market Profile Theory to Analyze Financial Big Data and Discover Financial Market Trading Behavior - A Case Study of Taiwan Futures Market.
Wei-Yuan HuangAn-Pin ChenYu-Hsiang HsuHua-Yang ChangMing-Wu TsaiPublished in: CCBD (2016)
Keyphrases
- financial markets
- big data
- futures market
- investment strategies
- agent based models
- stock price
- portfolio theory
- stock market
- market data
- portfolio selection
- trading systems
- technical indicators
- data analysis
- risk management
- big data analytics
- data management
- cloud computing
- black scholes
- data processing
- financial institutions
- knowledge discovery
- business intelligence
- trading strategies
- social media
- stock returns
- data warehousing
- test bed
- portfolio management
- data mining
- real world
- database
- portfolio optimization
- information extraction
- decision support system