Optimization of Intraday Trading in F&O on the NSE Utilizing BOLLINGER BANDS-Reference-Cited by-同舟云学术

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Optimization of Intraday Trading in F&O on the NSE Utilizing BOLLINGER BANDS

Published:2023 Issue: Volume: Page:33-42
ISSN:2662-6926
Container-title:Springer Tracts in Human-Centered Computing
language:
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Author:

Patra Joyjit^ORCID,Patra Mimo,Gupta Subir^ORCID

Publisher

Springer Nature Singapore

Link

https://link.springer.com/content/pdf/10.1007/978-981-99-3478-2_4

Reference14 articles.

1. Razavi, S.: Deep learning, explained: Fundamentals, explainability, and bridgeability to process-based modelling. Environ. Model. Softw. 144, 105159 (2021). https://doi.org/10.1016/j.envsoft.2021.105159

2. Sheu, H.J., Wei, Y.C.: Effective options trading strategies based on volatility forecasting recruiting investor sentiment. Expert Syst. Appl. 38, 585–596 (2011). https://doi.org/10.1016/j.eswa.2010.07.007

3. Mann, J., Kutz, J.N.: Dynamic mode decomposition for financial trading strategies. Quant. Financ. 16, 1643–1655 (2016). https://doi.org/10.1080/14697688.2016.1170194

4. Arfaoui, M., Ben Rejeb, A.: Oil, gold, US dollar and stock market interdependencies: a global analytical insight. Eur. J. Manag. Bus. Econ. 26, 278–293 (2017). https://doi.org/10.1108/EJMBE-10-2017-016

5. Akhtar, M.M., Zamani, A.S., Khan, S., Shatat, A.S.A., Dilshad, S., Samdani, F.: Stock market prediction based on statistical data using machine learning algorithms. J. King Saud Univ. Sci. 34, 101940 (2022). https://doi.org/10.1016/j.jksus.2022.101940

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1. Advanced Machine Learning Techniques for Predicting Gold and Silver Futures;International Journal of Innovative Science and Research Technology (IJISRT);2024-07-12

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