Forecasting stock market returns over multiple time horizons (Q4554237)

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scientific article; zbMATH DE number 6976835
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Forecasting stock market returns over multiple time horizons
scientific article; zbMATH DE number 6976835

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    Forecasting stock market returns over multiple time horizons (English)
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    13 November 2018
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    stock market dynamics
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    return predictability
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    price feedback
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    market efficiency
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    news analytics
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    sentiment evolution
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    agent-based models
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    Ising
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    dynamical systems
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    synchronization
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    self-similar behaviour
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    regime transitions
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    news-based strategies
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    algorithmic trading
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