Letter to the Editor - The Distribution of Stock Price Differences: Gaussian After All?
Josef BradaHarry ErnstJohn Van TasselPublished in: Oper. Res. (1966)
Keyphrases
- stock price
- stock market
- gaussian distribution
- technical indicators
- financial markets
- poisson distribution
- dow jones
- non stationary
- stock price prediction
- stock exchange
- financial data
- density function
- absolute difference
- historical data
- exchange rate
- gaussian model
- neural network
- normal distribution
- generalized gaussian
- heavy tailed
- maximum likelihood
- financial time series
- news articles
- wordnet
- option pricing
- text mining
- probability distribution
- machine learning