Jia-Hao Syu, Mu-En Wu, Shin-Huah Lee, Jan-Ming Ho. Modified ORB Strategies with Threshold Adjusting on Taiwan Futures Market. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2019, Shenzhen, China, May 4-5, 2019. pages 1-7, IEEE, 2019. [doi]
Abstract is missing.