Extracting Quarterly Trends of Tokyo Stock Market by Means of RMT-PCA.
Mieko Tanaka-YamawakiTakemasa KidoAtsushi YamamotoPublished in: KES (2012)
Keyphrases
- stock market
- short term
- principal component analysis
- stock price
- stock exchange
- financial time series
- financial data
- trading rules
- stock index futures
- financial markets
- financial news
- long term
- stock data
- stock trading
- technical indicators
- stock returns
- stock market data
- chinese stock market
- face recognition
- dimensionality reduction
- face images
- portfolio optimization
- garch model
- high dimensional