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"A dynamic price jump exit and re-entry strategy for intraday trading ..."

Dirk Johan Coetzee Koegelenberg, Jan H. van Vuuren (2024)

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DOI: 10.1016/J.ESWA.2023.122892

access: open

type: Journal Article

metadata version: 2024-06-08

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  - https://dblp.org/rec/journals/eswa/KoegelenbergV24
Dirk Johan Coetzee Koegelenberg, Jan H. van Vuuren:
A dynamic price jump exit and re-entry strategy for intraday trading algorithms based on market volatility. Expert Syst. Appl. 243: 122892 (2024)

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