Luigi Troiano, Pravesh Kriplani. A mean-reverting strategy based on fuzzy transform residuals. In Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012. pages 1-7, IEEE, 2012. [doi]
@inproceedings{TroianoK12,
title = {A mean-reverting strategy based on fuzzy transform residuals},
author = {Luigi Troiano and Pravesh Kriplani},
year = {2012},
doi = {10.1109/CIFEr.2012.6327766},
url = {http://dx.doi.org/10.1109/CIFEr.2012.6327766},
researchr = {https://researchr.org/publication/TroianoK12},
cites = {0},
citedby = {0},
pages = {1-7},
booktitle = {Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2012, New York City, NY, USA, March 29-30, 2012},
publisher = {IEEE},
isbn = {978-1-4673-1802-0},
}