Predicting the Change on Stock Market Index Using Emotions of Market Participants with Regularization Methods.
Yu LiRui MaHonghao ZhaoShi QiuZiyang HuPublished in: CIS (2017)
Keyphrases
- stock market
- regularization methods
- garch model
- market participants
- chinese stock market
- edge preserving
- total variation
- short term
- stock price
- regularization method
- stock exchange
- stock index futures
- investment strategies
- regularization parameter
- financial markets
- structure tensor
- electricity markets
- global optimization
- image restoration