Ilknur Ucar, Ahmet Murat Özbayoglu, Mustafa Ucar. Developing a two level options trading strategy based on option pair optimization of spread strategies with evolutionary algorithms. In IEEE Congress on Evolutionary Computation, CEC 2015, Sendai, Japan, May 25-28, 2015. pages 2526-2531, IEEE, 2015. [doi]
Abstract is missing.