An Entropy-Based Approach to Measurement of Stock Market Depth.
Joanna OlbrysKrzysztof OstrowskiPublished in: Entropy (2021)
Keyphrases
- stock market
- short term
- stock price
- trading rules
- financial data
- stock exchange
- financial news
- financial time series
- mutual information
- stock index futures
- stock trading
- stock data
- stock returns
- long term
- listed companies
- portfolio optimization
- trading strategies
- technical indicators
- stock market data
- financial markets