Tracing the temporal evolution of clusters in a financial stock market
Argimiro ArratiaAlejandra CabañaPublished in: CoRR (2011)
Keyphrases
- stock market
- temporal evolution
- short term
- stock price
- non stationary
- financial data
- temporal information
- financial news
- clustering algorithm
- stock exchange
- trading rules
- listed companies
- financial time series
- stock index futures
- stock data
- financial markets
- cluster analysis
- portfolio optimization
- long term
- stock market data
- stock trading
- stock returns
- garch model
- trading strategies
- financial information
- chinese stock market
- contextual information
- neural network