SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling

Yu-Chia Hsu, An-Pin Chen. SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling. In Proceedings IEEE CSE 09, 12th IEEE International Conference on Computational Science and Engineering, August 29-31, 2009, Vancouver, BC, Canada. pages 368-373, IEEE Computer Society, 2009. [doi]

@inproceedings{HsuC09-0,
  title = {SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling},
  author = {Yu-Chia Hsu and An-Pin Chen},
  year = {2009},
  doi = {10.1109/CSE.2009.191},
  url = {http://dx.doi.org/10.1109/CSE.2009.191},
  tags = {rule-based},
  researchr = {https://researchr.org/publication/HsuC09-0},
  cites = {0},
  citedby = {0},
  pages = {368-373},
  booktitle = {Proceedings IEEE CSE 09, 12th IEEE International Conference on Computational Science and Engineering, August 29-31, 2009, Vancouver, BC, Canada},
  publisher = {IEEE Computer Society},
}