Hurst Exponent and Trading Signals Derived from Market Time Series.

Petr Kroha Miroslav Skoula

Published in: ICEIS (1) (2018)

Keyphrases

stock market
trading signals
trading rules
hurst exponent
stock price
financial time series
stock exchange
market data
financial data
short term
financial markets
stock data
long term
case study
non stationary
decision making
garch model
multivariate time series
decision support system