Algorithmic Trading Strategy Optimization Based on Mutual Information Entropy Based Clustering

Feng Wang, Keren Dong, Xiaotie Deng. Algorithmic Trading Strategy Optimization Based on Mutual Information Entropy Based Clustering. In Zhihua Cai, Chengyu Hu, Zhuo Kang, Yong Liu, editors, Advances in Computation and Intelligence - 5th International Symposium, ISICA 2010, Wuhan, China, October 22-24, 2010. Proceedings. Volume 6382 of Lecture Notes in Computer Science, pages 252-260, Springer, 2010. [doi]

Abstract

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