Conference Proceedings

Ye, Ailun, Chinthalapati, V. L. Raju, Serguieva, Antoaneta and Tsang, Edward (2018) Developing sustainable trading strategies using directional changes with high frequency data. In: 2017 IEEE International Conference on Big Data (Big Data). IEEE, pp. 4265-4271. ISBN 978-1538627167 (doi:https://doi.org/10.1109/BigData.2017.8258453)

Bakhach, Amer, Tsang, Edward, Ng, Wing Lon and Chinthalapati, V L Raju (2017) Backlash algorithm: A trading strategy based on directional change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE. ISBN 978-1-5090-4241-8 (doi:https://doi.org/10.1109/SSCI.2016.7850004)