Triangular arbitrage in foreign exchange rate forecasting markets.
Feng WangYuanxiang LiLi LiangKangshun LiPublished in: IEEE Congress on Evolutionary Computation (2008)
Keyphrases
- exchange rate
- financial markets
- stock price
- foreign exchange
- stock market
- financial time series
- portfolio selection
- stock exchange
- non stationary
- historical data
- trading systems
- trading strategies
- news articles
- risk aversion
- early warning
- financial data
- long run
- currency exchange
- machine learning
- image classification
- semi supervised
- information extraction