HETEROGENEOUS TRADING STRATEGY ENSEMBLING FOR INTRADAY TRADING ALGORITHMS

Koegelenberg, DJC; van Vuuren, JH

Koegelenberg, DJC (通讯作者),Stellenbosch Univ, Dept Ind Engn, Stellenbosch Unit Operat Res Engn, Stellenbosch, South Africa.

SOUTH AFRICAN JOURNAL OF INDUSTRIAL ENGINEERING, 2023; 34 (3): 156

Abstract

Since the inception of algorithmic trading during the mid-1970s, considerable resources and time have been committed by the financial sector to the de......

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