Correlation and hierarchies in financial markets.

Zeyu Zheng Naoko Sakurai Takeshi Fujiwara Kousuke Yoshizawa Kazuko Yamasaki

Published in: Artif. Life Robotics (2012)

Keyphrases

financial markets
stock market
portfolio selection
stock price
market data
risk management
technical indicators
trading rules
agent based modeling
exchange rate
decision support system
stock returns
machine learning
trading systems
decision makers
expert systems
information retrieval