Forecasting the New York stock exchange composite index with past price and interest rate on condition of volume spike.
William LeighRoss HightowerNaval ModaniPublished in: Expert Syst. Appl. (2005)
Keyphrases
- stock exchange
- stock index
- stock market
- stock price
- financial time series
- dow jones
- stock trading
- financial data
- garch model
- portfolio optimization
- sufficient conditions
- investment strategies
- stock returns
- black scholes
- long term
- news articles
- short term
- exchange rate
- non stationary
- chinese stock market
- data mining
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- knowledge base