Grey system based novel approach for stock market forecasting.
R. M. Kapila Tharanga RathnayakaD. M. K. N. SeneviratnaJianguo WeiPublished in: Grey Syst. Theory Appl. (2015)
Keyphrases
- stock market
- short term
- forecasting model
- financial time series
- grey model
- grey theory
- long term
- stock index
- garch model
- foreign exchange
- stock index futures
- stock exchange
- stock price
- technical indicators
- financial data
- trading rules
- stock data
- stock trading
- listed companies
- trading strategies
- portfolio optimization
- stock returns
- exchange rate
- financial markets
- financial news
- stock market data
- investment strategies
- portfolio management
- grey relational analysis
- exponential smoothing
- support vector regression