Financial time-series analysis of Brazilian stock market using machine learning.
Fernando Garcia Diniz Campos FerreiraAmir H. GandomiRodrigo T. N. CardosoPublished in: SSCI (2020)
Keyphrases
- stock market
- machine learning
- stock price
- short term
- stock index futures
- financial data
- stock exchange
- financial news
- financial time series
- listed companies
- portfolio optimization
- stock returns
- data mining
- stock trading
- trading rules
- financial markets
- trading strategies
- text mining
- feature selection
- learning algorithm
- stock market data
- chinese stock market
- long term
- garch model
- natural language processing
- text documents