Bias-free Trading Algorithms with Momentum Scores for the Vietnamese Stock Market-Reference-Cited by-同舟云学术

Bias-free Trading Algorithms with Momentum Scores for the Vietnamese Stock Market

Published:2023-12-07 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 12th International Symposium on Information and Communication Technology
language:
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Author:

Do Truong¹^ORCID,Luong Ngoc Hoang²^ORCID

Affiliation:

1. University of Information Technology, Vietnam and Vietnam National University Ho Chi Minh City, Vietnam and Birmingham City University, United Kingdom

2. University of Information Technology, Vietnam and Vietnam National University Ho Chi Minh City, Vietnam

Funder

The VNUHCM-University of Information Technology?s Scientific Research Support Fund

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3628797.3628993

Reference16 articles.

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3. Survivorship bias and attrition effects in measures of performance persistence

4. Stock Market Prediction using Financial News Articles on Ho Chi Minh Stock Exchange

5. Fireant. 2023. Fireant - High-quality financial data platform for Vietnam. https://fireant.vn/home. Accessed: 2023-01-17. Fireant. 2023. Fireant - High-quality financial data platform for Vietnam. https://fireant.vn/home. Accessed: 2023-01-17.