Time Series Segmentation and Statistical Characterisation of the Spanish Stock Market Ibex-35 Index.
Manuel Cruz-RamírezMonica-de la Paz-MarinM. Pérez-OrtizCésar Hervás-MartínezPublished in: HAIS (2014)
Keyphrases
- stock market
- garch model
- stock index
- financial time series
- stock price
- short term
- chinese stock market
- stock exchange
- stock index futures
- trading rules
- investment strategies
- stock data
- financial data
- stock trading
- stock market data
- financial markets
- financial news
- long term
- multiscale
- medical images
- portfolio optimization
- foreign exchange
- listed companies
- technical indicators
- trading strategies
- text mining