Forecasting Stock Market Based on Price Trend and Variation Pattern.
Ching-Hsue ChengChung-Ho SuTai-Liang ChenHung-Hsing ChiangPublished in: ACIIDS (1) (2010)
Keyphrases
- stock market
- short term
- financial time series
- garch model
- stock index
- long term
- stock exchange
- foreign exchange
- financial data
- stock price
- technical indicators
- trading rules
- financial markets
- stock returns
- stock trading
- stock index futures
- trading strategies
- grey model
- listed companies
- stock data
- forecasting model
- stock market data
- portfolio optimization
- exchange rate
- hong kong
- financial news