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...

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Bibliographic Details
Main Authors: Sang Hyuk Kim, Hee Soo Lee, Han Jun Ko, Seung Hwan Jeong, Hyun Woo Byun, Kyong Joo Oh
Format: Article
Language:English
Published: MDPI AG 2018-12-01
Series:Sustainability
Subjects:
Online Access:https://www.mdpi.com/2071-1050/10/12/4641