Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market

Suk Jun Lee, Jae Joon Ahn, Kyong Joo Oh, Tae-Yoon Kim, Hyoung Yong Lee, Chi Woo Song. Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market. In 42st Hawaii International International Conference on Systems Science (HICSS-42 2009), Proceedings (CD-ROM and online), 5-8 January 2009, Waikoloa, Big Island, HI, USA. pages 1-10, IEEE Computer Society, 2009. [doi]

@inproceedings{LeeAOKLS09,
  title = {Using Rough Set to Support Investment Strategies of Rule-Based Trading with Real-Time Data in Futures Market},
  author = {Suk Jun Lee and Jae Joon Ahn and Kyong Joo Oh and Tae-Yoon Kim and Hyoung Yong Lee and Chi Woo Song},
  year = {2009},
  doi = {10.1109/HICSS.2009.497},
  url = {http://dx.doi.org/10.1109/HICSS.2009.497},
  tags = {rule-based, rules},
  researchr = {https://researchr.org/publication/LeeAOKLS09},
  cites = {0},
  citedby = {0},
  pages = {1-10},
  booktitle = {42st Hawaii International International Conference on Systems Science (HICSS-42 2009), Proceedings (CD-ROM and online), 5-8 January 2009, Waikoloa, Big Island, HI, USA},
  publisher = {IEEE Computer Society},
}