An Agent-Based Approach for Time-Series Momentum and Reversal

WANG Zhaoyuan · LIU Shancun · YANG Haijun · WU Harris

Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (2) : 461-474.

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Journal of Systems Science & Complexity ›› 2020, Vol. 33 ›› Issue (2) : 461-474. DOI: 10.1007/s11424-020-8042-2

An Agent-Based Approach for Time-Series Momentum and Reversal

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2020, 33(2): 461-474 https://doi.org/10.1007/s11424-020-8042-2

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