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LIU ZHI [1]
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2023 [1]
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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
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TC[WOS]:
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TC[Scopus]:
2
IF:
7.5
/
7.6
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Submit date：2023/08/03
Implied Volatility
Latency Accuracy Balancing
Particle Swarm Optimization
System Optimization
