On Correlated Stock Market Time Series Generation.

Giuseppe Masi Matteo Prata Michele Conti Novella Bartolini Svitlana Vyetrenko

Published in: ICAIF (2023)

Keyphrases

stock market
financial time series
stock price
short term
stock exchange
stock data
stock returns
stock market data
garch model
financial data
stock trading
trading rules
financial news
technical indicators
portfolio optimization
financial markets
stock index futures
listed companies
non stationary