Predicting Financial Volatility from Personal Transactional Data.
Rui Ying GohGalina AndreevaYi CaoPublished in: CIFEr (2022)
Keyphrases
- transactional data
- stock market
- stock price
- stock index futures
- financial markets
- financial crisis
- credit card
- stock returns
- data streams
- financial data
- transactional databases
- personal information
- garch model
- customer behavior
- short term
- stock exchange
- decision making
- databases
- financial time series
- risk management
- non stationary
- information retrieval
- training data
- early warning
- exchange rate
- learning algorithm
- data sources
- chinese stock market