You Liang, Aerambamoorthy Thavaneswaran, Alexander Paseka, Zimo Zhu, Ruppa K. Thulasiram. A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price. In 44th IEEE Annual Computers, Software, and Applications Conference, COMPSAC 2020, Madrid, Spain, July 13-17, 2020. pages 225-234, IEEE, 2020. [doi]
Abstract is missing.