Predictability of China's Stock Market Returns Based on Combination of Distribution Forecasting Models.
Yanyun YaoXiutian ZhengHuimin WangPublished in: J. Adv. Comput. Intell. Intell. Informatics (2020)
Keyphrases
- stock market
- trading signals
- listed companies
- monetary policy
- trading rules
- short term
- stock exchange
- chinese stock market
- stock price
- financial data
- stock trading
- stock index futures
- financial markets
- financial time series
- stock data
- trading strategies
- long term
- portfolio optimization
- stock returns
- foreign exchange
- garch model
- empirical analysis
- market data
- probability distribution
- financial information
- stock market data
- data mining
- financial news
- hong kong
- artificial neural networks