Tracking the Annual Changes of Statistical Property of a Stock Index in the Arrowhead Market.

Mieko Tanaka-Yamawaki Yumihiko S. Ikura

Published in: KES (2020)

Keyphrases

stock index
stock market
financial markets
stock price
stock exchange
empirical analysis
garch model
stock index futures
trading systems
financial data
short term
portfolio management
particle filter
statistical methods
decision making
portfolio selection
non stationary
feature space