Prediction of Stock Market by Principal Component Analysis.
Muhammad WaqarHassan DawoodPing GuoMuhammad Bilal ShahnawazMustansar Ali GhazanfarPublished in: CIS (2017)
Keyphrases
- stock market
- financial time series
- principal component analysis
- short term
- stock exchange
- stock price
- financial data
- stock trading
- trading rules
- stock index futures
- dimensionality reduction
- independent component analysis
- financial markets
- financial news
- stock returns
- stock data
- face recognition
- prediction model
- principal components
- listed companies
- garch model
- low dimensional
- stock market data
- long term
- portfolio optimization
- theoretical analysis
- chinese stock market
- dimension reduction
- singular value decomposition
- face images