Forecasting Financial Market Trading Behavior by Physical and Market Profiles.
Chiu-Chin ChenChia-Chun LiaoPublished in: ICCE-TW (2019)
Keyphrases
- financial markets
- technical indicators
- stock index
- foreign exchange
- exchange rate
- stock price
- early warning
- trading strategies
- stock market
- market data
- trading systems
- agent based models
- black scholes
- financial time series
- risk management
- short term
- trading rules
- stock exchange
- stock returns
- fractional brownian motion
- long term
- investment strategies
- trading agents
- option pricing
- non stationary
- stock data
- text mining
- test bed
- electricity markets
- case based reasoning
- market participants
- data mining