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Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index.
Nguyen Vo
Robert Slepaczuk
Published in:
Entropy (2022)
Keyphrases
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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