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A Framework of Option Buy-Side Strategy with Simple Index Futures Trading Based on Kelly Criterion.

Mu-En WuPang-Jen Hung
Published in: BESC (2018)
Keyphrases
  • theoretical framework
  • data mining
  • main contribution
  • neural network
  • probabilistic model
  • lightweight
  • real time
  • machine learning
  • long term
  • trading strategies