Time-Series Analysis on the Impact Level upon Taiwan Stock Market with Events of Signing International Agreements.
Pei-Wei TsaiYou-Xin LinJing ZhangJui-Fang ChangJhih-Sheng ChenJilin ZhangPublished in: CMCSN (2016)
Keyphrases
- stock market
- short term
- stock exchange
- stock price
- financial time series
- trading rules
- stock index futures
- stock trading
- listed companies
- stock market data
- stock data
- financial data
- chinese stock market
- individual level
- financial markets
- portfolio optimization
- temporal information
- long term
- neural network
- financial news
- stock returns
- signature verification
- signature scheme
- empirical analysis
- data mining