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Automatic Stock Trading System Combined with Short Selling Using Moving Average and GQTS Algorithm.

Wei-Lun YeohYi-Jhen JhangShu-Yu KuoYao-Hsin Chou
Published in: SMC (2018)
Keyphrases
  • probabilistic model
  • segmentation algorithm
  • moving average
  • graphical models
  • parameter estimation
  • autoregressive