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]
@inproceedings{HoqueTPT21,
title = {An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility},
author = {Md. Erfanul Hoque and Aerambamoorthy Thavaneswaran and Alex Paseka and Ruppa K. Thulasiram},
year = {2021},
doi = {10.1109/COMPSAC51774.2021.00263},
url = {https://doi.org/10.1109/COMPSAC51774.2021.00263},
researchr = {https://researchr.org/publication/HoqueTPT21},
cites = {0},
citedby = {0},
pages = {1760-1765},
booktitle = {IEEE 45th Annual Computers, Software, and Applications Conference, COMPSAC 2021, Madrid, Spain, July 12-16, 2021},
publisher = {IEEE},
isbn = {978-1-6654-2463-9},
}