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Detecting Short-Term Mean Reverting Phenomenon in the Stock Market and OLMAR Method.

Kazunori UminoTakamasa KikuchiMasaaki KunigamiTakashi YamadaTakao Terano
Published in: JSAI-isAI Workshops (2017)
Keyphrases
  • short term
  • stock market
  • long term
  • stock price
  • support vector machine
  • short term and long term
  • neural network
  • feature selection
  • dimension reduction
  • stock data