Forecasting Stock Returns Using Genetic Programming in C++.
Mak A. KaboudanPublished in: FLAIRS Conference (1998)
Keyphrases
- stock returns
- financial time series
- stock market
- wavelet support vector machine
- short term
- stock price
- panel data
- exchange rate
- cross sectional
- non stationary
- financial data
- developed countries
- chinese stock market
- stock exchange
- financial markets
- long term
- stock data
- early warning
- garch model
- wavelet kernel
- developing countries