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Faculties & Institutes
Faculty of Scien... [2]
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FONG SIMON JAMES [2]
SI YAIN WHAR [1]
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Conference paper [1]
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2012 [1]
2011 [1]
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英語English [2]
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Expert Systems w... [1]
PATTERNS 2011 : ... [1]
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Trend following algorithms in automated derivatives market trading
Journal article
Simon Fong, Yain-Whar Si, Jackie Tai. Trend following algorithms in automated derivatives market trading[J]. Expert Systems with Applications, 2012, 39(13), 11378-11390.
Authors:
Simon Fong
;
Yain-Whar Si
;
Jackie Tai
Favorite
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TC[WOS]:
12
TC[Scopus]:
16
IF:
7.5
/
7.6
|
Submit date：2019/02/13
Trend Following
Automated Trading System
Futures Contracts
Mechanical Trading
Improved Trend Following Trading Model by Recalling Past Strategies in Derivatives Market
Conference paper
Fong, Simon, Tai, Jackie. Improved Trend Following Trading Model by Recalling Past Strategies in Derivatives Market[C], 2011.
Authors:
Fong, Simon
;
Tai, Jackie
Favorite
|
|
Submit date：2019/07/25
Trend Following
Automatic Trading System
Futures Contracts
Mechanical Trading
