Measuring Financial Time Series Similarity with a View to Identifying Profitable Stock Market Opportunities.
Rian DolphinBarry SmythYang XuRuihai DongPublished in: ICCBR (2021)
Keyphrases
- financial time series
- stock market
- financial time series forecasting
- stock exchange
- stock price
- technical indicators
- financial data
- short term
- turning points
- stock returns
- stock data
- trading rules
- financial markets
- stock trading
- chinese stock market
- non stationary
- garch model
- stock index futures
- information and communication technologies