Knowledge-driven Autonomous Commodity Trading Advisor

Knowledge-driven Autonomous Commodity Trading Advisor

The myth that financial trading is an art has been mostly destroyed in the recent decade due to the proliferation of algorithmic trading. In equity markets, algorithmic trading has already bypass human traders in terms of traded volume. This trend seems to be irreversible, and other asset classes ar...

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Bibliographic Details
Main Authors: LIM, Yee Pin, CHENG, Shih-Fen
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
autonomous trading
commodity trading
switching Kalman filter
Artificial Intelligence and Robotics
Finance and Financial Management
Operations Research, Systems Engineering and Industrial Engineering
Online Access:https://ink.library.smu.edu.sg/sis_research/1664
https://ink.library.smu.edu.sg/context/sis_research/article/2663/viewcontent/sky_commodity_iat12_final.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/sis_research/1664
https://ink.library.smu.edu.sg/context/sis_research/article/2663/viewcontent/sky_commodity_iat12_final.pdf

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