Using Emotional Markers' Frequencies in Stock Market ARMAX-GARCH Model.

Alexander Porshnev Valeriya Lakshina Ilya Redkin

Published in: EEML@CLA (2016)

Keyphrases

garch model
stock market
short term
stock index
financial data
stock exchange
trading rules
stock price
financial time series
chinese stock market
financial markets
portfolio optimization
stock index futures
stock returns
stock data
high frequency
data analysis
feature selection