Combining Stock Market Volatility Forecasts with Analysis of Stock Materials under Regime Switching.
Jing-rong DongYu-Ke ChenYan ZouPublished in: CSISE (1) (2011)
Keyphrases
- stock market
- short term
- stock price
- stock trading
- stock index futures
- financial time series
- financial markets
- long term
- stock data
- garch model
- stock market data
- financial data
- stock returns
- chinese stock market
- stock exchange
- trading strategies
- listed companies
- financial news
- trading rules
- neural network
- portfolio optimization
- technical indicators
- distance learning
- data analysis