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"Boosting Trading Strategies performance using VIX indicator together with ..."

José Matias Pinto, Rui Ferreira Neves, Nuno Horta (2015)

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DOI: 10.1016/J.ESWA.2015.04.056

access: closed

type: Journal Article

metadata version: 2020-03-27

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José Matias Pinto, Rui Ferreira Neves, Nuno Horta:
Boosting Trading Strategies performance using VIX indicator together with a dual-objective Evolutionary Computation optimizer. Expert Syst. Appl. 42(19): 6699-6716 (2015)

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