Proposal and Implementation of New Trading Strategies for Stock Markets using Web Data.
Eduardo Jabbur MachadoAdriano C. M. PereiraDouglas CastilhoEverton SilvaHumberto BrandãoPublished in: WebMedia (2015)
Keyphrases
- stock market
- web data
- trading strategies
- web mining
- financial markets
- financial time series
- short term
- semi structured
- stock exchange
- trading systems
- stock returns
- web usage mining
- test bed
- web content
- web pages
- stock price
- investment strategies
- financial data
- query logs
- web documents
- stock data
- monetary policy
- computer programs
- garch model
- data analysis
- search engine
- database