Gil Rachlin, Mark Last, Dima Alberg, Abraham Kandel. ADMIRAL: A Data Mining Based Financial Trading System. In Proceedings of the IEEE Symposium on Computational Intelligence and Data Mining, CIDM 2007, part of the IEEE Symposium Series on Computational Intelligence 2007, Honolulu, Hawaii, USA, 1-5 April 2007. pages 720-725, IEEE, 2007. [doi]
@inproceedings{RachlinLAK07,
title = {ADMIRAL: A Data Mining Based Financial Trading System},
author = {Gil Rachlin and Mark Last and Dima Alberg and Abraham Kandel},
year = {2007},
doi = {10.1109/CIDM.2007.368947},
url = {http://doi.ieeecomputersociety.org/10.1109/CIDM.2007.368947},
tags = {rule-based, data-flow},
researchr = {https://researchr.org/publication/RachlinLAK07},
cites = {0},
citedby = {0},
pages = {720-725},
booktitle = {Proceedings of the IEEE Symposium on Computational Intelligence and Data Mining, CIDM 2007, part of the IEEE Symposium Series on Computational Intelligence 2007, Honolulu, Hawaii, USA, 1-5 April 2007},
publisher = {IEEE},
}