A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility.

You Liang Aerambamoorthy Thavaneswaran Md. Erfanul Hoque

Published in: SSCI (2020)

Keyphrases

data driven
stock price
model driven
case study
stock market
knowledge management
exchange rate
chinese stock market
decision trees
stock index futures
database
intellectual capital
turning points
garch model
bayesian networks
decision making
search engine
machine learning
real time