Tail-dependence in stock-return pairs.

Ines Fortin Christoph Kuzmics

Published in: Intell. Syst. Account. Finance Manag. (2002)

Keyphrases

stock market
pairwise
stock price
stock trading
artificial intelligence
database
real time
real world
genetic algorithm
feature selection
similarity measure
multiscale
reinforcement learning
evolutionary algorithm
long term
heavy tailed