Clustering-Based Cross-Sectional Regime Identification for Financial Market Forecasting.
Rongbo ChenMingxuan SunKunpeng XuJean-Marc PatenaudeShengrui WangPublished in: DEXA (2) (2022)
Keyphrases
- cross sectional
- financial markets
- stock returns
- technical indicators
- exchange rate
- stock price
- blood vessels
- early warning
- stock market
- cross section
- financial time series
- short term
- foreign exchange
- black scholes
- ct scans
- trading systems
- risk management
- deformation field
- intravascular ultrasound
- mri data
- long run
- computed tomography
- software projects
- state space
- long term