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Remarks on Singular Spectrum Analysis Applied to Trading Strategies Design.

Michel C. R. LelesAdriano S. Vale-CardosoMariana G. MoreiraElton Felipe SbruzziCairo L. Nascimento Jr.Pedro D. de C. GavaHomero N. Guimarães
Published in: SysCon (2020)
Keyphrases
  • trading strategies
  • long term
  • hidden markov models
  • test bed