Linear Relationship between the aud/USD Exchange Rate and the Respective Stock Market Indices: a Computational Finance Perspective.
Tasadduq ImamKevin TickleAbdullahi AhmedWilliam W. GuoPublished in: Intell. Syst. Account. Finance Manag. (2012)
Keyphrases
- exchange rate
- stock market
- stock price
- foreign exchange
- computational finance
- financial time series
- financial forecasting
- short term
- computational intelligence
- stock exchange
- financial markets
- trading systems
- stock data
- financial data
- investment strategies
- stock returns
- trading rules
- stock index futures
- monetary policy
- non stationary
- stock market data
- machine learning
- financial news
- chinese stock market
- co occurrence
- long term
- artificial intelligence
- currency exchange
- garch model
- portfolio optimization
- credit risk
- long run
- historical data
- control system
- feature selection
- genetic algorithm