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A derivatives trading recommendation system: The mid-curve calendar spread case.

Adriano S. KoshiyamaNick FiroozyePhilip C. Treleaven
Published in: Intell. Syst. Account. Finance Manag. (2019)
Keyphrases
  • higher order
  • infrared
  • b spline
  • database
  • case based reasoning
  • electronic commerce
  • curve matching