An Agent-Based Approach for Time-Series Momentum and Reversal

Zhaoyuan Wang, Shancun Liu, Haijun Yang, Harris Wu. An Agent-Based Approach for Time-Series Momentum and Reversal. J. Systems Science & Complexity, 33(2):461-474, 2020. [doi]

Authors

Zhaoyuan Wang

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Shancun Liu

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Haijun Yang

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Harris Wu

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