"A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint ..."

You Liang et al. (2020)

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DOI: 10.1109/COMPSAC48688.2020.00038

access: closed

type: Conference or Workshop Paper

metadata version: 2020-09-29

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You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram:
A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price. COMPSAC 2020: 225-234

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