An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility

Md. Erfanul Hoque, Aerambamoorthy Thavaneswaran, Alex Paseka, Ruppa K. Thulasiram. An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility. In IEEE 45th Annual Computers, Software, and Applications Conference, COMPSAC 2021, Madrid, Spain, July 12-16, 2021. pages 1760-1765, IEEE, 2021. [doi]

Authors

Md. Erfanul Hoque

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Aerambamoorthy Thavaneswaran

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Alex Paseka

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Ruppa K. Thulasiram

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