Arbitrage chances and the non-Gaussian features of financial data.

Mieko Tanaka-Yamawaki Shinya Komaki Tsuyoshi Itabashi

Published in: CIFEr (2003)

Keyphrases

financial data
stock price
portfolio management
social networks
feature extraction
feature space
image features
feature vectors
classification accuracy
co occurrence
bankruptcy prediction
stock trading
knowledge discovery
raw data