Optimal filter rules for selling stocks in the emerging stock markets.
Sabri BoubakerXuyuan HanZhenya LiuYaosong ZhanPublished in: Ann. Oper. Res. (2023)
Keyphrases
- stock market
- trading rules
- optimal filter
- stock exchange
- stock price
- short term
- stock data
- financial data
- filter bank
- stock returns
- market data
- edge detection
- financial time series
- financial markets
- stock trading
- long term
- gaussian filter
- stock market data
- chinese stock market
- trading systems
- data mining
- signal to noise ratio
- image analysis