Generating virtual scenarios of multivariate financial data for quantitative trading applications.
Javier Franco-PedrosoJoaquin Gonzalez-RodriguezJorge CuberoMaria PlanasRafael CoboFernando PablosPublished in: CoRR (2018)
Keyphrases
- co occurrence
- financial data
- stock exchange
- stock trading
- financial information
- dow jones
- stock market
- bankruptcy prediction
- stock price
- stock market data
- financial crisis
- financial time series
- credit card
- stock data
- transaction costs
- real world
- credit risk
- electronic commerce
- technical indicators
- financial markets
- financial ratios
- portfolio management
- business analysts
- financial statements
- multivariate time series
- electronic markets
- short term
- multiple criteria linear programming