An Agent-Based Approach for Time-Series Momentum and Reversal
WANG Zhaoyuan · LIU Shancun · YANG Haijun · WU Harris
An Agent-Based Approach for Time-Series Momentum and Reversal
WANG Zhaoyuan · LIU Shancun · YANG Haijun · WU Harris
Journal of Systems Science and Complexity
.
2020, (2): 461
-474
.
DOI: 10.1007/s11424-020-8042-2
