Developing a Trading System using the Relative Value between KOSPI 200 and S&P 500 Stock Index Futures
暂无分享,去创建一个
[1] Pavel V. Sevastjanov,et al. A stock trading expert system based on the rule-base evidential reasoning using Level 2 Quotes , 2012, Expert Syst. Appl..
[2] Tae Yoon Kim,et al. Using rough set to support investment strategies of real-time trading in futures market , 2010, Applied Intelligence.
[3] Constantin Zopounidis,et al. Prediction of company acquisition in Greece by means of the rough set approach , 1997, Eur. J. Oper. Res..
[4] Constantin Zopounidis,et al. Business failure prediction using rough sets , 1999, Eur. J. Oper. Res..
[5] A. Lo. The Adaptive Markets Hypothesis , 2004 .
[6] Zehong Yang,et al. Intelligent stock trading system by turning point confirming and probabilistic reasoning , 2008, Expert Syst. Appl..
[7] David G. McMillan,et al. Non-linear forecasting of stock returns: Does volume help? , 2007 .
[8] David Enke,et al. A hybrid stock trading system for intelligent technical analysis-based equivolume charting , 2009, Neurocomputing.
[9] Xi Chen,et al. Integrating piecewise linear representation and weighted support vector machine for stock trading signal prediction , 2013, Appl. Soft Comput..
[10] Mohammad Hossein Fazel Zarandi,et al. A type-2 fuzzy rule-based expert system model for stock price analysis , 2009, Expert Syst. Appl..
[11] S. Johansen. STATISTICAL ANALYSIS OF COINTEGRATION VECTORS , 1988 .
[12] C. Granger. Some properties of time series data and their use in econometric model specification , 1981 .
[13] Ling-Bing Tang,et al. Forecasting volatility based on wavelet support vector machine , 2009, Expert Syst. Appl..
[14] W. Sharpe. The Sharpe Ratio , 1994 .
[15] Guglielmo Maria Caporale,et al. Cointegration and predictability of asset prices1 , 1998 .
[16] P. Weller,et al. The Predictive Power of Head-and-Shoulders Price Patterns in the U.S. Stock Market , 2006 .
[17] David Enke,et al. The use of data mining and neural networks for forecasting stock market returns , 2005, Expert Syst. Appl..
[18] Laura Núñez-Letamendia,et al. Fitting the control parameters of a genetic algorithm: An application to technical trading systems design , 2007, Eur. J. Oper. Res..
[19] Pei-Chann Chang,et al. A TSK type fuzzy rule based system for stock price prediction , 2008, Expert Syst. Appl..