Patterns in stock market movements tested as random number generators.
John R. DoyleCatherine H. ChenPublished in: Eur. J. Oper. Res. (2013)
Keyphrases
- stock market
- stock data
- random number generators
- stock market data
- stock price
- short term
- stock trading
- financial time series
- trading rules
- stock exchange
- financial data
- listed companies
- financial news
- stock returns
- stock index futures
- long term
- portfolio optimization
- financial markets
- data mining techniques
- text mining