Construction of Optimal Stock Market Portfolios Using Outlier Detection Algorithm.
Gee-Kok TongKeng Hoong NgWun-She YapKok-Chin KhorPublished in: SCDS (2021)
Keyphrases
- detection algorithm
- stock market
- outlier detection
- investment strategies
- portfolio optimization
- detection accuracy
- detection method
- detection rate
- motion detection
- short term
- stock price
- feature detection
- stock exchange
- financial time series
- stock trading
- trading rules
- stock index futures
- financial markets
- financial data
- stock data
- vehicle detection
- stock market data
- long term
- portfolio selection
- stock returns
- listed companies
- chinese stock market
- data mining
- financial news
- shot boundary detection
- transaction costs
- cross sectional
- face detection
- non stationary
- moving objects
- image sequences