The persistence probability and the price-price correlation functions in the Korean stock market.
Doo Hwan KimMoon Yong ChaJae Woo LeePublished in: Comput. Phys. Commun. (2011)
Keyphrases
- stock market
- short term
- stock price
- trading rules
- financial time series
- stock exchange
- financial data
- stock trading
- listed companies
- stock data
- portfolio optimization
- stock returns
- stock index futures
- correlation coefficient
- long term
- trading strategies
- financial markets
- probability distribution
- neural network
- financial news
- stock market data
- technical indicators
- decision making