Extensions of ICA for Causality Discovery in the Hong Kong Stock Market.
Kun ZhangLai-Wan ChanPublished in: ICONIP (3) (2006)
Keyphrases
- hong kong
- stock market
- financial news
- independent component analysis
- short term
- stock price
- face recognition
- stock exchange
- trading rules
- higher education
- financial time series
- stock data
- financial data
- university of hong kong
- stock trading
- listed companies
- knowledge discovery
- financial markets
- stock index futures
- long term
- primary school
- feature extraction
- information literacy
- data mining
- machine learning
- portfolio optimization
- factor analysis
- causal models
- chinese language
- garch model
- internet banking
- investment strategies
- stock index
- learning algorithm
- stock returns
- secondary school