Forecasting stock market index daily direction: A Bayesian Network approach.
Luciana S. MalagrinoNorton Trevisan RomanAna María MonteiroPublished in: Expert Syst. Appl. (2018)
Keyphrases
- stock market
- stock index
- garch model
- bayesian networks
- financial news
- short term
- financial time series
- stock index futures
- stock exchange
- stock price
- financial markets
- long term
- chinese stock market
- trading rules
- financial data
- stock trading
- listed companies
- stock returns
- conditional probabilities
- technical indicators
- stock data
- probabilistic model
- foreign exchange
- trading strategies
- data mining