"Threshold-Adjusted ORB Strategies with Genetic Algorithm and Protective ..."

Jia-Hao Syu et al. (2020)

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DOI: 10.1109/ICASSP40776.2020.9053612

access: closed

type: Conference or Workshop Paper

metadata version: 2021-04-09

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Jia-Hao Syu, Mu-En Wu, Chun-Hao Chen, Jan-Ming Ho:
Threshold-Adjusted ORB Strategies with Genetic Algorithm and Protective Closing Strategy on Taiwan Futures Market. ICASSP 2020: 1778-1782

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