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The Latency Accuracy Trade-off and Optimization in Implied Volatility-based Trading System Journal article
GUO Guoxiang, QI Yuanyuan, LAI Sirui, LIU Zhi, YEN Joseph. The Latency Accuracy Trade-off and Optimization in Implied Volatility-based Trading System[J]. Expert System with Applications, 2023, 221, 119714.
Authors:  GUO Guoxiang;  QI Yuanyuan;  LAI Sirui;  LIU Zhi;  YEN Joseph
Favorite |  | Submit date：2023/08/15
The latency accuracy trade-off and optimization in implied volatility-based trading systems Journal article
Guo,Guoxiang, Qi,Yuanyuan, Lai,Sirui, Liu,Zhi, Yen,Joseph. The latency accuracy trade-off and optimization in implied volatility-based trading systems[J]. Expert Systems with Applications, 2023, 221, 119714.
Authors:  Guo,Guoxiang;  Qi,Yuanyuan;  Lai,Sirui;  Liu,Zhi;  Yen,Joseph
Favorite | TC[WOS]:0 TC[Scopus]:2  IF:7.5/7.6 | Submit date：2023/08/03
Implied Volatility  Latency Accuracy Balancing  Particle Swarm Optimization  System Optimization  
The Implied Volatility Surface Analysis Based Trading System Conference paper
Guoxiang Guo, Yuanyuan Qi, Sirui Lai, Jerome Yen. The Implied Volatility Surface Analysis Based Trading System[C]:IEEE, 2022, 296-300.
Authors:  Guoxiang Guo;  Yuanyuan Qi;  Sirui Lai;  Jerome Yen
Favorite | TC[Scopus]:0 | Submit date：2023/03/06
Algo-trading  Iv Surface  Market Forecast  Svr