Forecasting Prices on the Stock Exchange Using a Trading System.
Liubov PankratovaTetiana PaientkoYaroslav LysenkoPublished in: ICTERI Workshops (2019)
Keyphrases
- technical indicators
- stock exchange
- financial time series
- stock price
- stock market
- trading systems
- stock index
- financial data
- exchange rate
- stock trading
- non stationary
- market data
- transaction costs
- financial markets
- trading rules
- portfolio optimization
- short term
- option pricing
- portfolio management
- multivariate time series
- financial forecasting
- news articles
- investment strategies
- historical data