Simulation of Volatility Trading using Nikkei Stock Index Option based on Stock Bulletin Board.
Kodai SasakiYui HiroseEiichi UmeharaHirohiko SuwaYuki OgawaTatsuo YamashitaKota TsubouchiPublished in: IEEE BigData (2018)
Keyphrases
- stock index
- stock market
- garch model
- trading systems
- financial markets
- bulletin board
- stock exchange
- stock price
- stock index futures
- stock data
- stock trading
- short term
- chinese stock market
- financial time series
- financial data
- exchange rate
- portfolio selection
- portfolio optimization
- data mining
- historical data
- non stationary
- long term
- heavy tailed
- multivariate time series
- sar images