Time-frequency domain based optimization of hedging strategy: Evidence from CSI 500 spot and futures.
Hongyue GuoYuan XiFangping YuCong SuiPublished in: Expert Syst. Appl. (2024)
Keyphrases
- financial markets
- optimization strategies
- optimization algorithm
- optimization problems
- empirical evidence
- optimization method
- global optimization
- multi objective
- optimization methods
- domain independent
- frequency domain
- futures market
- optimization model
- neural network
- signal processing
- domain specific
- image processing
- wavelet transform
- expert systems