Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models.
Yankai ShengDing MaPublished in: Entropy (2022)
Keyphrases
- machine learning models
- financial markets
- predictive model
- stock price
- portfolio management
- machine learning algorithms
- stock exchange
- stock market
- machine learning approaches
- financial time series
- historical data
- spam filtering
- prediction model
- risk management
- stock index futures
- learning models
- portfolio selection
- portfolio optimization
- decision making
- machine learning methods
- financial data
- data points
- machine learning
- theoretical analysis
- support vector