Comparing the forecastability of alternative quantitative models: a trading simulation approach in financial engineering

Research output: Contribution to journal › Article › peer-review

4 Downloads (Pure)

Original language	English
Pages (from-to)	35-39
Journal	Systems Engineering Procedia
Volume	4
DOIs	https://doi.org/10.1016/j.sepro.2011.11.046
Publication status	Published - 2012

Keywords

@article{43ec9e54763a4a84b6430548ef4c33e0,

title = "Comparing the forecastability of alternative quantitative models: a trading simulation approach in financial engineering",

keywords = "Accounting and finance",

author = "Mei Zheng and Jia Miao",

year = "2012",

doi = "10.1016/j.sepro.2011.11.046",

language = "English",

volume = "4",

pages = "35--39",

journal = "Systems Engineering Procedia",

issn = "2211-3819",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - Comparing the forecastability of alternative quantitative models

T2 - a trading simulation approach in financial engineering

AU - Zheng, Mei

AU - Miao, Jia

PY - 2012

Y1 - 2012

KW - Accounting and finance

U2 - 10.1016/j.sepro.2011.11.046

DO - 10.1016/j.sepro.2011.11.046

M3 - Article

SN - 2211-3819

VL - 4

SP - 35

EP - 39

JO - Systems Engineering Procedia

JF - Systems Engineering Procedia

ER -