Market Index and Stock Price Direction Prediction using Machine Learning Techniques: An empirical study on the KOSPI and HSI.
Yanshan WangIn-Chan ChoiPublished in: CoRR (2013)
Keyphrases
- stock price
- financial time series
- chinese stock market
- stock market
- stock exchange
- non stationary
- financial markets
- investment strategies
- option pricing
- stock price prediction
- dow jones
- financial data
- historical data
- technical indicators
- news articles
- stock market data
- stock returns
- portfolio optimization
- stock data
- exchange rate
- garch model
- tft lcd
- futures market
- trading systems
- action recognition
- data mining