On classifying the effects of policy announcements on volatility.

Giampiero M. Gallo Demetrio Lacava Edoardo Otranto

Published in: Int. J. Approx. Reason. (2021)

Keyphrases

stock market
stock price
optimal policy
garch model
database
data sets
machine learning
genetic algorithm
decision making
short term
historical data
exchange rate
stock trading