CRISIS ALERT: Forecasting Stock Market Crisis Events Using Machine Learning Methods.
Yue ChenXingyi AndrewSalintip SupasanyaPublished in: CoRR (2024)
Keyphrases
- stock market
- short term
- financial time series
- early warning
- stock index
- financial markets
- garch model
- long term
- foreign exchange
- technical indicators
- stock exchange
- stock price
- stock index futures
- trading rules
- financial data
- stock data
- stock trading
- portfolio optimization
- stock returns
- forecasting model
- financial news
- stock market data
- listed companies
- trading strategies