A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market

Sukjun Lee, David Enke, Youngmin Kim. A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market. Eng. Appl. of AI, 61:47-56, 2017. [doi]

Authors

Sukjun Lee

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David Enke

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Youngmin Kim

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