Neural Network-based ORB Strategies for Threshold Classification on Taiwan Futures Market

Hsiang-Chi Chen, Jia-Hao Syu, Jan-Ming Ho. Neural Network-based ORB Strategies for Threshold Classification on Taiwan Futures Market. In 2020 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2020, Toronto, ON, Canada, October 11-14, 2020. pages 4152-4158, IEEE, 2020. [doi]

Authors

Hsiang-Chi Chen

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Jia-Hao Syu

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Jan-Ming Ho

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