Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market

Time Series Analysis Indicators under Directional Changes: The Case of Saudi Stock Market

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We introduce a set of time series analysis indicators under an event based framework of directional changes (DC) and overshoots. Our aim is to map continuous financial market price data into the so-called DC Framework - A state based discretization of basically dissected price time series. The DC...

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Bibliographic Details
Main Author: Monira Essa Aloud
Format: Article
Language:English
Published: EconJournals 2016-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
directional changes
financial forecasting
automated trading
financial markets
saudi stock market
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353641?publisher=http-www-cag-edu-tr-ilhan-ozturk

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https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353641?publisher=http-www-cag-edu-tr-ilhan-ozturk

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