Experimentation in Financial Markets.

Massimo Massa Andrei Simonov

Published in: Manag. Sci. (2009)

Keyphrases

financial markets
stock market
portfolio selection
stock price
market data
technical indicators
risk management
agent based modeling
information retrieval
artificial intelligence
long term
stock returns
trading systems
stock index futures
databases
trading strategies
short term
information extraction
data mining