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OR Practice - Playing the Turn-of-the-Year Effect with Index Futures.

Ross ClarkWilliam T. Ziemba
Published in: Oper. Res. (1987)
Keyphrases
  • futures market
  • data sets
  • real world
  • computer games
  • b tree
  • game playing
  • structural similarity
  • chinese stock market
  • real time
  • neural network
  • learning algorithm
  • decision trees