Multi-factor Data Mining Analysis of Stock Index Volatility.

Yichen He Yijun Mao Xianfen Xie Wanrong Gu Ziye Zhang

Published in: ICAIIS (2021)

Keyphrases

data mining
stock market
stock price
data analysis
short term
exchange rate
financial markets
garch model
multiscale
knowledge discovery
factor analysis
stock index