Keyphrases
- cross correlation
- financial markets
- neural network
- investment strategies
- technical indicators
- fractional brownian motion
- exchange rate
- stock price
- early warning
- agent based models
- stock market
- template matching
- financial time series
- frequency domain
- foreign exchange
- short term
- mutual information
- trading systems
- long range
- non stationary
- trading strategies
- risk management
- dynamical systems
- artificial neural networks
- stock exchange
- portfolio theory
- garch model
- machine learning
- neural network model
- fuzzy logic
- image processing
- decision making
- financial institutions
- option pricing
- feature selection