Christian Schittenkopf, Peter Tino, Georg Dorffner. The profitability of trading volatility using real-valued and symbolic models. In Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000. pages 8-11, IEEE, 2000. [doi]
Abstract is missing.