Rui Jorge Almeida, Nalan Bastürk, Robert Golan. Intraday value-at-risk estimation for directional change events and investment strategies. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017. pages 1-8, IEEE, 2017. [doi]
@inproceedings{AlmeidaBG17,
title = {Intraday value-at-risk estimation for directional change events and investment strategies},
author = {Rui Jorge Almeida and Nalan Bastürk and Robert Golan},
year = {2017},
doi = {10.1109/SSCI.2017.8285442},
url = {https://doi.org/10.1109/SSCI.2017.8285442},
researchr = {https://researchr.org/publication/AlmeidaBG17},
cites = {0},
citedby = {0},
pages = {1-8},
booktitle = {2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017},
publisher = {IEEE},
isbn = {978-1-5386-2726-6},
}