An inter-market arbitrage trading system based on extended classifier systems

Author:

Hsu Yu-Chia,Chen An-Pin,Chang Jia-Haur

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference30 articles.

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2. Inter-market spread trading: Evidence from UK index futures markets;Butterworth;Applied Financial Economics,2002

3. A hybrid system integrating a wavelet and TSK fuzzy rules for stock price forecasting;Chang;IEEE Transactions on Systems Man and Cybernetics, Part C – Applications and Reviews,2008

4. A TSK type fuzzy rule based system for stock price prediction;Chang;Expert Systems with Applications,2008

5. The pricing of stock index futures;Cornell;Journal of Futures Markets,1983

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