Fuzzy time series model based on red-black trees for stock index forecasting.
Thiago Henrique Barbosa de Carvalho TavaresBruno Pérez FerreiraEduardo Mazoni Andrade Marçal MendesPublished in: Appl. Soft Comput. (2022)
Keyphrases
- stock index
- stock market
- garch model
- stock exchange
- stock price
- financial markets
- stock index futures
- financial time series
- empirical analysis
- trading systems
- portfolio management
- multivariate time series
- short term
- portfolio optimization
- historical data
- news articles
- neural network
- transaction costs
- long term
- feature extraction