An early warning system for global institutional investors at emerging stock markets based on machine learning forecasting.
Il Suh SonKyong Joo OhTae Yoon KimDong Ha KimPublished in: Expert Syst. Appl. (2009)
Keyphrases
- stock market
- short term
- financial time series
- machine learning
- stock index
- garch model
- long term
- early warning
- stock price
- technical indicators
- financial markets
- foreign exchange
- trading rules
- stock exchange
- data mining
- financial data
- trading strategies
- portfolio optimization
- stock data
- text classification
- data analysis
- exchange rate
- stock returns
- trading systems
- higher education
- text mining
- feature selection
- learning algorithm
- financial news
- investment strategies
- stock trading
- monetary policy