A. Thavaneswaran, You Liang, Zimo Zhu, Ruppa K. Thulasiram. Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading. In 29th IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2020, Glasgow, UK, July 19-24, 2020. pages 1-8, IEEE, 2020. [doi]
Abstract is missing.