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Developing Pairs Trading Rules for Arbitrage Investment Strategy based on the Price Ratios of Stock Index Futures

Young-Min Kim, Jungsu Kim, Suk-Jun Lee

Journal of Korean Society of Industrial and Systems Engineering :: Vol.37 No.4 pp.202-211

DOI:https://doi.org/10.11627/jkise.2014.37.4.202
Open abstract
Conceptual Framework for Pattern-Based Real-Time Trading System using Genetic Algorithm

Suk-Jae Jeong^†, Suk-Jun Lee

Journal of Korean Society of Industrial and Systems Engineering :: Vol.36 No.4 pp.123-129

DOI:https://doi.org/10.11627/jkise.2013.36.4.123
Open abstract

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