TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market.
Shyi-Ming ChenCheng-Yi WangPublished in: IEA/AIE (2013)
Keyphrases
- stock market
- stock index
- stock exchange
- financial time series
- garch model
- short term
- empirical analysis
- stock index futures
- stock price
- financial data
- long term
- stock data
- trading rules
- financial markets
- stock returns
- listed companies
- investment strategies
- stock trading
- stock market data
- portfolio optimization
- technical indicators
- neural network
- trading strategies
- data mining