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Novel Data-Driven Fuzzy Algorithmic Volatility Forecasting Models with Applications to Algorithmic Trading.
A. Thavaneswaran
You Liang
Zimo Zhu
Ruppa K. Thulasiram
Published in:
FUZZ-IEEE (2020)
Keyphrases
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data driven
financial markets
database
data sets
decision making
fuzzy sets
fuzzy clustering
information retrieval
long term
fuzzy logic
membership functions
stock market
stock price