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Empirical Evaluations on Momentum Effects of Taiwan Index Futures Market.

Chia-Hung WangMu-En WuWei-Ho Chung
Published in: RVSP (2015)
Keyphrases
  • empirical evaluation
  • futures market
  • short run
  • long run
  • learning rate
  • machine learning
  • search algorithm
  • multi dimensional
  • investment strategies