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"A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility."

You Liang, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque (2020)

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DOI: 10.1109/SSCI47803.2020.9308360

access: closed

type: Conference or Workshop Paper

metadata version: 2021-01-14

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You Liang, Aerambamoorthy Thavaneswaran, Md. Erfanul Hoque:
A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility. SSCI 2020: 1107-1114

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