Multifractal Company Market: An Application to the Stock Market Indices.
Michal ChorowskiRyszard KutnerPublished in: Entropy (2022)
Keyphrases
- stock market
- investment strategies
- stock price
- stock exchange
- market prices
- short term
- financial data
- financial markets
- stock returns
- chinese stock market
- financial time series
- trading rules
- stock trading
- trading strategies
- financial information
- case study
- stock data
- technical indicators
- market share
- listed companies
- stock index
- stock market data
- long term
- foreign exchange
- portfolio optimization
- stock index futures
- financial news
- neural network
- trading systems