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...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/9/1/5 |
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