Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach.

Tung, W L; Quek, C

Tung, W L; Quek, C.

Tung WL; Centre for Computational Intelligence, Block N4 #2A-32, School of Computer Engineering, Nanyang Technological University, Nanyang Avenue, Singapore 639798, Singapore.
Quek C; Centre for Computational Intelligence, Block N4 #2A-32, School of Computer Engineering, Nanyang Technological University, Nanyang Avenue, Singapore 639798, Singapore.

Expert Syst Appl ; 38(5): 4668-4688, 2011 May.

Article en En | MEDLINE | ID: mdl-32288336

Palabras clave

Automated trading system; Evolving neural-fuzzy semantic model; Financial volatility; Hang Seng Index (HSI) options; Moving-averages convergence/divergence (MACD) trading rule; Straddle trading

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Texto completo: 1 Banco de datos: MEDLINE Tipo de estudio: Health_economic_evaluation / Prognostic_studies Idioma: En Año: 2011 Tipo del documento: Article

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PubMed Links

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Texto completo: 1 Banco de datos: MEDLINE Tipo de estudio: Health_economic_evaluation / Prognostic_studies Idioma: En Año: 2011 Tipo del documento: Article