An Automatic Stock Market Forecasting and Portfolio Selection Mechanism Based on VPRS, ARX and Grey System.
Kuang Yu HuangChuen-Jiuan JanePublished in: APSCC (2008)
Keyphrases
- stock market
- selection mechanism
- short term
- financial time series
- forecasting model
- portfolio optimization
- garch model
- long term
- stock index
- stock index futures
- stock price
- grey theory
- foreign exchange
- technical indicators
- stock exchange
- financial markets
- financial data
- investment strategies
- trading rules
- portfolio management
- stock trading
- market data
- listed companies
- exchange rate
- grey model
- trading strategies
- rough set theory
- portfolio selection
- financial news
- stock returns
- stock data
- transaction costs
- rough sets
- image segmentation
- investment decisions
- early warning