Han Ao's scientific contributions

What is this page?
This page lists the scientific contributions of an author, who either does not have a ResearchGate profile, or has not yet added these contributions to their profile.

It was automatically created by ResearchGate to create a record of this author's body of work. We create such pages to advance our goal of creating and maintaining the most comprehensive scientific repository possible. In doing so, we process publicly available (personal) data relating to the author as a member of the scientific community.

If you're a ResearchGate member, you can follow this page to keep up with this author's work.

If you are this author, and you don't want us to display this page anymore, please let us know.

Publication (1)

Trading Algorithms Built with Directional Changes
Conference Paper
Full-text available
  • May 2019
Algorithm trading has become more and more important to financial markets. Most existing algorithms use time series as input. Instead of relying on physical time, Directional Changes (DC) focus on the price reversion events where the reversion reaches a certain magnitude, which is referred to as the threshold. In this paper, we propose two trading...
Cite
Download full-text

Citations

... A DC event detection algorithm with a comprehensive description of DC can be found in the literature [29]. The potential of DC event approaches has been proven in many studies for different financial markets, and they have been used for event detection [7], [13], forecasting models [30], [31], designing trading strategies [30], [32]- [40], profiling price timeseries [31], and time-series analysis [41], [42]. ...
Reference: Intelligent Algorithmic Trading Strategy Using Reinforcement Learning and Directional Change
View full-text