Machine learning for liquidity prediction on Vietnamese stock market.
Pham Quoc KhangKlaudia KaczmarczykPiotr TutakPawel GolecKatarzyna KuziakRadoslaw DepczynskiMarcin HernesArtur RotPublished in: KES (2021)
Keyphrases
- stock market
- financial time series
- machine learning
- financial markets
- portfolio optimization
- stock price
- short term
- financial data
- trading rules
- stock exchange
- stock index futures
- stock returns
- listed companies
- prediction model
- feature selection
- portfolio selection
- data analysis
- natural language processing
- stock trading
- stock market data
- trading strategies
- garch model
- stock data
- learning algorithm
- information extraction
- data mining
- association rules
- portfolio management
- support vector machine
- market data
- temporal data