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"Improving risk-adjusted performance in high frequency trading using ..."

Vince Vella, Wing Lon Ng (2016)

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DOI: 10.1016/J.ESWA.2016.01.056

access: closed

type: Journal Article

metadata version: 2017-05-26

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Vince Vella, Wing Lon Ng:
Improving risk-adjusted performance in high frequency trading using interval type-2 fuzzy logic. Expert Syst. Appl. 55: 70-86 (2016)

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