主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
A Study on High-Frequency Futures Trading Strategy Based on Variable Selection and Genetic Network Programming
CHEN Yan, WANG Xuan-cheng
Chinese Journal of Management Science . 2015, (10): 47 -56 .  DOI: 10.16381/j.cnki.issn1003-207x.2015.10.006