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- W2895923213 abstract "This paper outlines a framework of a practicable scheme to facilitate algorithm trading of securities. The proposed scheme is capable to intelligently identify, analyze, and implement the intrinsic directional changes in the price movement of the stock market. An overall qualitative assessment is provided together with survey of existing theoretical and empirical foundations towards the success of such an algorithm. Potential loopholes and roadmap for further improvement are suggested." @default.
- W2895923213 created "2018-10-26" @default.
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- W2895923213 date "2018-06-01" @default.
- W2895923213 modified "2023-09-27" @default.
- W2895923213 title "An Overview of Event Based Directional Change for Algorithmic Trading" @default.
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- W2895923213 doi "https://doi.org/10.1109/sera.2018.8477229" @default.
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