A Persistent Entropy Automaton for the Dow Jones Stock Market.
Marco PiangerelliLuca TeseiEmanuela MerelliPublished in: FSEN (2019)
Keyphrases
- dow jones
- stock market
- stock price
- stock exchange
- financial data
- short term
- financial time series
- trading rules
- stock trading
- stock returns
- long term
- stock market data
- chinese stock market
- financial markets
- mutual information
- listed companies
- exchange rate
- portfolio optimization
- investment strategies
- garch model
- non stationary
- financial news
- stock index futures
- search engine