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"A relative value trading system based on a correlation and rough set ..."

Sukjun Lee, David Enke, Youngmin Kim (2017)

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DOI: 10.1016/J.ENGAPPAI.2017.02.014

access: closed

type: Journal Article

metadata version: 2020-02-20

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Sukjun Lee, David Enke, Youngmin Kim:
A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market. Eng. Appl. Artif. Intell. 61: 47-56 (2017)

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