"A singular spectrum analysis based trend-following trading system."

Michel C. R. Leles et al. (2018)

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DOI: 10.1109/SYSCON.2018.8369524

access: closed

type: Conference or Workshop Paper

metadata version: 2022-10-02

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  dblp key:
  - conf/syscon/LelesCMSNG18
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Michel C. R. Leles, Adriano S. V. Cardoso, Mariana G. Moreira, Elton Felipe Sbruzzi, Cairo L. Nascimento Jr., Homero N. Guimaraes:
A singular spectrum analysis based trend-following trading system. SysCon 2018: 1-5

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