Mining Stock Market Time Series and Modeling Stock Price Crash Using a Pretopological Framework.
Ngoc Kim Khanh NguyenQuang NguyenMarc BuiPublished in: ICCCI (1) (2019)
Keyphrases
- stock market
- stock price
- stock exchange
- financial time series
- short term
- stock data
- stock trading
- financial data
- stock returns
- non stationary
- technical indicators
- stock index futures
- financial markets
- stock market data
- trading rules
- portfolio optimization
- exchange rate
- stock price prediction
- garch model
- historical data
- long term
- stock index
- text mining
- wordnet
- knowledge discovery
- chinese stock market
- neural network