Forecasting stock price directional movements using technical indicators: Investigating window size effects on one-step-ahead forecasting.
Yauheniya ShynkevichT. Martin McGinnitySonya A. ColemanYuhua LiAmmar BelatrechePublished in: CIFEr (2014)
Keyphrases
- technical indicators
- stock price
- financial time series
- window size
- foreign exchange
- exchange rate
- stock market
- trading systems
- stock exchange
- non stationary
- financial markets
- stock market data
- option pricing
- historical data
- financial data
- sliding window
- stock price prediction
- stock data
- data sets
- news articles
- data analysis
- machine learning
- chinese stock market