A Dynamic Stock Trading System Using GQTS And Moving Average In The U.S. Stock Market.
Yi-Hsiang ChenChih-Hsiang ChangShu-Yu KuoYao-Hsin ChouPublished in: SMC (2020)
Keyphrases
- stock market
- moving average
- trading systems
- trading rules
- stock price
- technical indicators
- stock data
- short term
- autoregressive
- stock index
- financial markets
- stock trading
- trading strategies
- stock exchange
- non stationary
- financial data
- stock market data
- financial time series
- stock index futures
- investment strategies
- portfolio optimization
- long term
- chinese stock market
- foreign exchange
- stock returns
- garch model
- test bed
- association rules
- feature selection