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Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index.

Nguyen VoRobert Slepaczuk
Published in: Entropy (2022)
Keyphrases
  • investment strategies
  • stock market
  • short term
  • stock price
  • stock exchange
  • futures market
  • trading systems
  • financial time series
  • financial markets
  • artificial neural networks
  • data mining
  • long term
  • garch model