Trading Futures with the Largest Equity Drawdown Method.
Paul LajbcygierEugene LimPublished in: IDEAL (2003)
Keyphrases
- experimental evaluation
- high precision
- objective function
- pairwise
- significant improvement
- synthetic data
- clustering method
- high accuracy
- detection method
- computationally efficient
- detection algorithm
- feature set
- evaluation method
- optimization algorithm
- main contribution
- learning algorithm
- probabilistic model
- preprocessing
- feature extraction