Adriano Soares Koshiyama, Nick Firoozye, Philip C. Treleaven. A derivatives trading recommendation system: The mid-curve calendar spread case. Int. Syst. in Accounting, Finance and Management, 26(2):83-103, 2019. [doi]
@article{KoshiyamaFT19,
title = {A derivatives trading recommendation system: The mid-curve calendar spread case},
author = {Adriano Soares Koshiyama and Nick Firoozye and Philip C. Treleaven},
year = {2019},
doi = {10.1002/isaf.1445},
url = {https://doi.org/10.1002/isaf.1445},
researchr = {https://researchr.org/publication/KoshiyamaFT19},
cites = {0},
citedby = {0},
journal = {Int. Syst. in Accounting, Finance and Management},
volume = {26},
number = {2},
pages = {83-103},
}