Relative Profit - a New Metric to Evaluate the Performance of Stock Price Forecasting Models.
Tiejun WangPing LiMarko NieminenQing LiPublished in: PACIS (2014)
Keyphrases
- stock price
- stock market
- non stationary
- stock exchange
- financial markets
- option pricing
- investment strategies
- historical data
- dow jones
- technical indicators
- stock price prediction
- financial data
- financial time series
- exchange rate
- stock data
- news articles
- portfolio optimization
- stock market data
- chinese stock market
- pricing model
- stock returns
- decision making
- databases