Fractal-Based Robotic Trading Strategies Using Detrended Fluctuation Analysis and Fractional Derivatives: A Case Study in the Energy Market

Fractal-Based Robotic Trading Strategies Using Detrended Fluctuation Analysis and Fractional Derivatives: A Case Study in the Energy Market

This paper presents an integrated robotic trading strategy developed for the day-ahead energy market that includes different methods for time series analysis and forecasting, such as Detrended Fluctuation Analysis (DFA), Rescaled Range Analysis (R/S analysis), fractional derivatives, Long Short-Term...

Full description

Saved in:
Bibliographic Details
Main Authors: Ekaterina Popovska, Galya Georgieva-Tsaneva
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Fractal and Fractional
Subjects:
fractal analysis
fractional derivatives
algorithmic trading
energy market
financial modeling
risk management
Online Access:https://www.mdpi.com/2504-3110/9/1/5
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

https://www.mdpi.com/2504-3110/9/1/5

Similar Items