Using Trend Ratio and GNQTS to Assess Portfolio Performance in the U.S. Stock Market.
Yao-Hsin ChouYun-Ting LaiYu-Chi JiangShu-Yu KuoPublished in: IEEE Access (2021)
Keyphrases
- stock market
- portfolio optimization
- investment strategies
- stock exchange
- short term
- portfolio management
- financial markets
- stock price
- financial data
- portfolio selection
- stock index futures
- transaction costs
- trading rules
- market data
- long term
- trading strategies
- stock data
- listed companies
- financial time series
- garch model
- decision making
- neural network
- stock index
- technical indicators
- stock market data
- chinese stock market
- data mining