Characterizing Complexity and Self-Similarity Based on Fractal and Entropy Analyses for Stock Market Forecast Modelling.
Yeliz KaracaYu-Dong ZhangKhan MuhammadPublished in: Expert Syst. Appl. (2020)
Keyphrases
- stock market
- short term
- market prices
- stock index
- stock price
- long term
- trading rules
- financial time series
- stock returns
- portfolio optimization
- financial news
- stock index futures
- mutual information
- stock exchange
- garch model
- stock data
- financial data
- fractal dimension
- trading strategies
- forecasting model
- financial markets
- image compression
- stock market data
- chinese stock market
- neural network