Stock market analysis using clustering techniques: the impact of foreign ownership on stock volatility in Vietnam.
Van-Dai TaChuan-Ming LiuPublished in: SoICT (2016)
Keyphrases
- stock market
- stock price
- stock trading
- short term
- stock index futures
- stock data
- financial time series
- chinese stock market
- stock exchange
- garch model
- financial data
- clustering method
- stock market data
- k means
- stock returns
- trading rules
- trading systems
- financial markets
- portfolio optimization
- financial news
- technical indicators
- long term
- data streams