Pattern Matching Trading System Based on the Dynamic Time Warping Algorithm
The futures market plays a significant role in hedging and speculating by investors. Although various models and instruments are developed for real-time trading, it is difficult to realize profit by processing and trading a vast amount of real-time data. This study proposes a real-time index futures...
Main Authors: | , , , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2018-12-01
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Series: | Sustainability |
Subjects: | |
Online Access: | https://www.mdpi.com/2071-1050/10/12/4641 |