Discovering the Relationship Between DEA-Based Relative Financial Strength and Stock Price Performance.
Xin ZhangChanaka EdirisinghePublished in: Int. J. Agent Technol. Syst. (2013)
Keyphrases
- stock price
- stock market
- non stationary
- financial data
- stock exchange
- financial markets
- dow jones
- data envelopment analysis
- technical indicators
- option pricing
- historical data
- news articles
- stock market data
- exchange rate
- stock price prediction
- stock returns
- portfolio optimization
- financial news
- tft lcd
- databases
- financial time series
- stock data
- input output
- chinese stock market
- investment strategies