A measure of market volatility based on F-transform.
Luigi TroianoElena Mejuto VillaPublished in: Fuzzy Sets Syst. (2020)
Keyphrases
- stock price
- stock market
- chinese stock market
- financial markets
- financial crisis
- decision making
- stock returns
- financial data
- similarity measure
- information theory
- short term
- stock trading
- social networks
- stock index futures
- information content
- evaluation measures
- dissimilarity measure
- distance measure
- financial time series
- market share
- long term
- turning points
- stock data