Recursive Singular Spectrum Analysis Applied to the Design of a Trading System

Michel C. R. Leles, Adriano S. Vale-Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Leonardo A. Mozelli, Homero N. GuimarĂ£es. Recursive Singular Spectrum Analysis Applied to the Design of a Trading System. In 2019 IEEE International Systems Conference, SysCon 2019, Orlando, FL, USA, April 8-11, 2019. pages 1-7, IEEE, 2019. [doi]

Abstract

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