Amer Bakhach, Edward P. K. Tsang, Wing Lon Ng, V. L. Raju Chinthalapati. Backlash Agent: A trading strategy based on Directional Change. In 2016 IEEE Symposium Series on Computational Intelligence, SSCI 2016, Athens, Greece, December 6-9, 2016. pages 1-9, IEEE, 2016. [doi]
Abstract is missing.