A Dynamic Stock Trading System using GNQTS and RSI in the U.S. Stock Market.
Yao ChenLing-En HuangPei-Hsin WangJian-Heng TangKo-Nung HsuYao-Hsin ChouShu-Yu KuoPublished in: SMC (2021)
Keyphrases
- stock market
- trading systems
- trading rules
- stock price
- technical indicators
- stock index
- short term
- financial markets
- stock data
- financial time series
- stock trading
- stock exchange
- trading strategies
- long term
- financial data
- stock returns
- investment strategies
- stock market data
- foreign exchange
- chinese stock market
- stock index futures
- historical data
- listed companies
- garch model
- financial forecasting
- exchange rate
- dimension reduction
- text categorization