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]
@article{LeeEK17,
title = {A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market},
author = {Sukjun Lee and David Enke and Youngmin Kim},
year = {2017},
doi = {10.1016/j.engappai.2017.02.014},
url = {http://dx.doi.org/10.1016/j.engappai.2017.02.014},
researchr = {https://researchr.org/publication/LeeEK17},
cites = {0},
citedby = {0},
journal = {Eng. Appl. of AI},
volume = {61},
pages = {47-56},
}