A Statistical Test for Detecting Dependency Breakdown in Financial Markets.
Siva Rajesh KasaMalay BhattacharyyaPublished in: SN Comput. Sci. (2021)
Keyphrases
- statistical tests
- financial markets
- stock market
- portfolio selection
- statistically significant
- hypothesis testing
- market data
- technical indicators
- statistical analysis
- stock price
- hypothesis test
- sample size
- risk management
- null hypothesis
- test statistic
- statistical significance
- statistical methods
- dea models
- reinforcement learning
- trading systems
- data mining
- agent based modeling
- exchange rate
- news articles
- data warehouse
- portfolio theory