Exploring the Value of Prediction in an Artificial Stock Market.
Bruce EdmondsPublished in: ABiALS (2003)
Keyphrases
- stock market
- financial time series
- short term
- stock exchange
- stock index futures
- financial data
- stock price
- technical indicators
- stock trading
- trading rules
- stock data
- listed companies
- stock returns
- prediction model
- long term
- stock market data
- financial news
- portfolio optimization
- investment strategies
- historical data