Stock Market Trading Strategies Applying Risk and Decision Analysis Models for Detecting Financial Turbulence.
Monica TireaViorel NegruPublished in: SYNASC (2015)
Keyphrases
- stock market
- trading strategies
- decision analysis
- cumulative prospect theory
- trading systems
- investment strategies
- portfolio optimization
- stock price
- financial markets
- garch model
- stock exchange
- influence diagrams
- listed companies
- financial time series
- short term
- risk analysis
- trading agents
- decision making
- risk management
- financial data
- stock index futures
- financial news
- portfolio management
- probabilistic model
- sharpe ratio
- decision makers
- risk factors
- multi criteria
- multi attribute
- test bed
- forecasting model
- bayesian networks
- stock returns
- financial information
- expert systems
- non stationary
- artificial intelligence