A Framework of Applying Kelly Stationary Index to Stock Trading in Taiwan Market

Jia-Hao Syu, Mu-En Wu, Jan-Ming Ho. A Framework of Applying Kelly Stationary Index to Stock Trading in Taiwan Market. In 2019 IEEE International Conference on Big Data (Big Data), Los Angeles, CA, USA, December 9-12, 2019. pages 5569-5572, IEEE, 2019. [doi]

@inproceedings{SyuWH19,
  title = {A Framework of Applying Kelly Stationary Index to Stock Trading in Taiwan Market},
  author = {Jia-Hao Syu and Mu-En Wu and Jan-Ming Ho},
  year = {2019},
  doi = {10.1109/BigData47090.2019.9006166},
  url = {https://doi.org/10.1109/BigData47090.2019.9006166},
  researchr = {https://researchr.org/publication/SyuWH19},
  cites = {0},
  citedby = {0},
  pages = {5569-5572},
  booktitle = {2019 IEEE International Conference on Big Data (Big Data), Los Angeles, CA, USA, December 9-12, 2019},
  publisher = {IEEE},
  isbn = {978-1-7281-0858-2},
}