Dynamical Models of Stock Prices Based on Technical Trading Rules Part I: The Models.
Li-Xin WangPublished in: CoRR (2014)
Keyphrases
- dynamical models
- stock price
- stock market
- trading rules
- statistical models
- trading systems
- dynamical model
- stock exchange
- visual tracking
- gaussian process
- dynamical systems
- non stationary
- financial markets
- machine learning
- statistical model
- reinforcement learning
- markov models
- information extraction
- probabilistic model
- long term
- market data