Dynamic time warping : S&P 500 sector ETF pattern matching trading strategy
Alexander Fleiss, Che Liu, Gihyen Eom, Serena Yu, and Wo Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Fleiss, Alexander ; Liu, Che ; Eom, Gihyen ; Yu, Serena ; Zhang, Wo |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 1, p. 93-110
|
| Subject: | Exchange-traded funds and applications | portfolio construction | statistical methods | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486255