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Weekly Quantitative Analysis and Trend Trading in Futures Market.

Saulius MasteikaKestutis DriaunysVera Moskaliova
Published in: BIS (Workshops) (2012)
Keyphrases
  • quantitative analysis
  • futures market
  • short run
  • long run
  • qualitative analysis
  • qualitative evaluation
  • qualitative and quantitative analysis
  • reinforcement learning
  • dynamic programming
  • short term
  • cell segmentation