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

Zhaoyuan Wang Shancun Liu Haijun Yang Harris Wu

Published in: J. Syst. Sci. Complex. (2020)

Keyphrases

learning rate
moving average
dynamic time warping
weather forecasting
artificial intelligence
symbolic representation
multivariate time series
subsequence matching
turning points
chronic hepatitis
search algorithm
non stationary
autoregressive
industrial process
surprising patterns