Algorithmic estimation of risk factors in financial markets with stochastic drift.
Janko HernándezDavid SaundersLuis A. SecoPublished in: Comput. Oper. Res. (2012)
Keyphrases
- risk factors
- financial markets
- risk management
- risk assessment
- stock market
- market data
- decision support system
- diabetes mellitus
- statistical methods
- blood pressure
- technical indicators
- stock price
- portfolio theory
- parameter estimation
- statistical analysis
- trading systems
- long term
- agent based modeling
- investment strategies
- data model
- artificial intelligence
- machine learning
- databases