A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of AI trading algorithms
Vince Vella and Wing Lon Ng
| Year of publication: |
2015
|
|---|---|
| Authors: | Vella, Vince ; Wing Lon Ng |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 22.2015, 2, p. 153-178
|
| Subject: | artificial neural network | dynamic moving average | fuzzy clustering | high-frequency trading | money management | Fuzzy-Set-Theorie | Fuzzy sets | Neuronale Netze | Neural networks | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading |
| Extent: | Ill., graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011407132