Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns

Gen-Huey Chen Ming-Yang Kao Yuh-Dauh Lyuu Hsing-Kuo Wong

Published in: CoRR (2000)

Keyphrases

financial markets
investment strategies
optimal strategy
stock price
stock market
trading strategies
technical indicators
information retrieval
feature selection
dynamic programming
market data
machine learning
expert systems
email
portfolio selection