Event Detection and Time Series Alignment to Improve Stock Market Forecasting.
Elliot MaîtreZakaria ChemliMax ChevalierBernard DoussetJean-Philippe GittoOlivier TestePublished in: CIRCLE (2020)
Keyphrases
- stock market
- event detection
- financial time series
- short term
- garch model
- stock price
- stock index
- technical indicators
- stock exchange
- long term
- financial data
- video event detection
- event recognition
- financial markets
- stock data
- stock returns
- stock trading
- activity recognition
- foreign exchange
- trading rules
- stock market data
- financial news
- exchange rate
- video analysis
- non stationary
- portfolio optimization
- sports video
- investment strategies