A New Approach Of Bivariate Fuzzy Time Series Analysis To The Forecasting Of A Stock Index.
Yu-Yun HsuSze-Man TseBerlin WuPublished in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2003)
Keyphrases
- stock index
- financial markets
- stock market
- empirical analysis
- garch model
- portfolio management
- stock exchange
- stock price
- stock index futures
- trading systems
- portfolio selection
- transaction costs
- short term
- financial time series
- theoretical analysis
- empirical studies
- historical data
- portfolio optimization
- information extraction
- multiresolution
- support vector regression
- exchange rate
- financial data
- long term