Algorithmic Trading System Using Auto-machine Learning as a Filter Rule

Author:

López Edwin,Hernández Germán,Sandoval Javier,León Diego

Publisher

Springer Nature Switzerland

Reference18 articles.

1. Adebiyi, A.A., Adewumi, A.O., Ayo, C.K.: Stock price prediction using the arima model. In: Proceedings - UKSim-AMSS 16th International Conference on Computer Modelling and Simulation, UKSim 2014, pp. 106–112 (2014)

2. Arce, P., Antognini, J., Kristjanpoller, W., Salinas, L.: Fast and adaptive cointegration based model for forecasting high frequency financial time series. Comput. Econ. 2017 54(1), 99–112 (2017). https://link.springer.com/article/10.1007/s10614-017-9691-7

3. Coggins, R., Flower, B., Dersch, D., Jabri, M., Zhang, B.L.: Multiresolution forecasting for futures trading using wavelet decompositions. IEEE Trans. Neural Netw. 12, 765–775 (2002)

4. Fama, E.F.: Session topic: stock market price behavior session chairman: Burton G. Malkiel efficient capital markets: a review of theory and empirical work. J. Finan. 25, 383–417 (1970)

5. Fitschen, K.: Trading system elements: entries, pp. 45–64 (2013)

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