Research on Performance of Asset Combination Brought by Joint Distribution of Stock Price Index Assets.
Xiao CaoPublished in: CSIE (4) (2009)
Keyphrases
- joint distribution
- financial markets
- stock price
- investment strategies
- stock market
- maximum entropy
- stock exchange
- random variables
- marginal distributions
- non stationary
- chinese stock market
- historical data
- transaction costs
- conditional probabilities
- conditional distribution
- exchange rate
- stock returns
- stock price prediction
- financial data
- news articles
- conditional distributions
- stock data
- probability distribution
- portfolio optimization
- trading systems
- risk management
- information extraction
- garch model
- feature vectors
- multiscale