Adaptive trading for anti-correlated pairs of stocks
Year of publication: |
2014
|
---|---|
Authors: | Lin, Chih-hao ; Li, Sai-ping ; Szeto, Kwok Yip |
Published in: |
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]. - Cham : Springer, ISBN 978-3-319-00911-7. - 2014, p. 71-80
|
Subject: | Spekulation | Speculation | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Welt | World | 2004-2012 |
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