Evaluating the impact of drift detection mechanisms on stock market forecasting.
Luis Fernando Panicachi Cocovilo FilhoGuilherme Palermo CoelhoPublished in: Knowl. Inf. Syst. (2024)
Keyphrases
- stock market
- short term
- financial time series
- drift detection
- long term
- garch model
- foreign exchange
- concept drift
- stock price
- trading rules
- stock index futures
- financial data
- stock exchange
- technical indicators
- forecasting model
- stock returns
- stock data
- stock trading
- exchange rate
- financial news
- investment strategies
- portfolio optimization
- mechanism design
- financial markets
- theoretical analysis