Applying XCS Model to Spread Trading of Taiwan Stock Index Futures

Jung-Bin Li, Shih-Chuan Fu, An-Pin Chen. Applying XCS Model to Spread Trading of Taiwan Stock Index Futures. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

@inproceedings{LiFC06,
  title = {Applying XCS Model to Spread Trading of Taiwan Stock Index Futures},
  author = {Jung-Bin Li and Shih-Chuan Fu and An-Pin Chen},
  year = {2006},
  doi = {10.2991/jcis.2006.122},
  url = {http://dx.doi.org/10.2991/jcis.2006.122},
  researchr = {https://researchr.org/publication/LiFC06},
  cites = {0},
  citedby = {0},
  booktitle = {Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006},
  publisher = {Atlantis Press},
  isbn = {90-78677-01-5},
}