On the Existence of Chaos in a Discontinuous Area-Preserving Map Arising in Financial Markets.
En-Guo GuPublished in: Int. J. Bifurc. Chaos (2018)
Keyphrases
- financial markets
- stock market
- portfolio selection
- market data
- particle swarm optimization
- risk management
- trading rules
- technical indicators
- stock price
- agent based modeling
- neural network
- trading systems
- portfolio theory
- stock returns
- trading strategies
- stock exchange
- case based reasoning
- management system
- multi agent systems