Kelly-based options trading strategies on settlement date via supervised learning algorithms
Mu-En Wu, Jia-Hao Syu, Chien-Ming Chen
| Year of publication: |
2022
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|---|---|
| Authors: | Wu, Mu-En ; Syu, Jia-Hao ; Chen, Chien-Ming |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 4, p. 1627-1644
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| Subject: | Machine learning | Money management | Option | settlement date | Künstliche Intelligenz | Artificial intelligence | Optionsgeschäft | Option trading | Algorithmus | Algorithm | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Theorie | Theory | Wertpapierhandel | Securities trading | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10226-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262110