Clusterization of Indices and Assets in the Stock Market.
Leszek J. ChmielewskiMaciej JanowiczLuiza OchnioArkadiusz OrlowskiPublished in: IDEAL (2015)
Keyphrases
- stock market
- investment strategies
- financial markets
- stock exchange
- short term
- stock price
- trading rules
- financial time series
- financial data
- long term
- portfolio optimization
- listed companies
- stock returns
- market data
- transaction costs
- technical indicators
- stock trading
- stock data
- trading strategies
- portfolio selection
- trading systems
- stock market data