Detecting Stock Market Bubbles Based on the Cross-Sectional Dispersion of Stock Prices.
Takayuki MizunoTakaaki OhnishiTsutomu WatanabePublished in: IES (2019)
Keyphrases
- cross sectional
- stock market
- stock price
- chinese stock market
- stock exchange
- stock returns
- short term
- financial time series
- financial data
- technical indicators
- blood vessels
- financial markets
- cross section
- non stationary
- stock trading
- stock data
- stock market data
- financial news
- ct scans
- long term
- portfolio optimization
- exchange rate
- stock index futures
- stock index
- mri data
- trading systems
- deformation field
- historical data
- machine learning