How many reference patterns can improve profitability for real-time trading in futures market?

Expert Systems with Applications

Volumn 39, Issue 8, 2012, Pages 7458-7470

  Lee, Suk Jun ^a   Oh, Kyong Joo ^a   Kim, Tae Yoon ^b  

^a Yonsei University   (South Korea)

^b Keimyung University   (South Korea)

Author keywords

Dynamic time warping; Random pattern sampling; Real time trading; Reference pattern; Rough set; Template cardinality

Indexed keywords

CARDINALITIES; DYNAMIC TIME WARPING; RANDOM PATTERN; REAL-TIME TRADING; REFERENCE PATTERNS; ROUGH SET;

PROFITABILITY;

COMMERCE;

EID: 84862809194     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.01.101     Document Type: Article

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