Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector.
Jaydip SenTamal Datta ChaudhuriPublished in: CoRR (2016)
Keyphrases
- financial time series
- stock market
- stock returns
- stock exchange
- stock market data
- financial data
- technical indicators
- stock price
- short term
- trading rules
- non stationary
- stock data
- stock trading
- multivariate time series
- garch model
- portfolio optimization
- financial markets
- exchange rate
- monetary policy
- long term
- information sharing
- empirical studies
- medical images