Forecasting stock exchange using soft computing techniques.
Zainab Al RahamnehMohammad ReyalatAlaa F. ShetaSultan AljahdaliPublished in: AICCSA (2010)
Keyphrases
- stock exchange
- financial time series
- stock index
- stock market
- stock price
- short term
- financial data
- exchange rate
- dow jones
- non stationary
- stock trading
- portfolio optimization
- soft computing
- black scholes
- garch model
- option pricing
- multivariate time series
- long term
- chinese stock market
- early warning
- historical data
- decision making