A pattern recognition approach to the prediction of price increases in the New York Stock Exchange Composite Index.
William LeighMario PazNoemi M. PazRussell L. PurvisPublished in: Informatica (Slovenia) (2001)
Keyphrases
- stock exchange
- financial time series
- pattern recognition
- stock index
- stock market
- stock price
- investment strategies
- financial data
- chinese stock market
- stock trading
- dow jones
- garch model
- exchange rate
- black scholes
- portfolio optimization
- neural network
- dimensionality reduction
- machine learning
- multivariate time series
- short term
- non stationary
- image classification