Studies of Stock Market Discrete Event Risk Based on Asymmetric Effect Models.

Liang Yu Zhao Xi-Nan Zhang Li-Bing

Published in: ICARCV (2006)

Keyphrases

stock market
discrete event
dynamic systems
mathematical modeling
investment strategies
simulation model
financial data
garch model
trading systems
short term
portfolio optimization
stock price
chinese stock market
financial markets
stock exchange
listed companies
discrete event simulation
trading rules