A computational implementation of stock charting: abrupt volume increase as signal for movement in New York Stock Exchange Composite Index.
William LeighNaval ModaniRoss HightowerPublished in: Decis. Support Syst. (2004)
Keyphrases
- stock exchange
- stock index
- stock market
- stock price
- stock trading
- chinese stock market
- non stationary
- transaction costs
- investment strategies
- dow jones
- financial time series
- financial data
- short term
- garch model
- financial markets
- stock data
- convertible bonds
- portfolio optimization
- stock returns
- news articles
- option pricing
- black scholes
- historical data
- natural language processing