An inter-market arbitrage trading system based on extended classifier systems

Keyphrases

• Taiwan 100%
• Systems-based 100%
• Extended Classifier System 100%
• Price Spread 100%
• Index Futures 100%
• Trading System 100%
• Trading Data 100%
• Arbitrage Trading 100%
• Popular 50%
• Knowledge Rules 50%
• Arbitrage 50%
• Domain-specific Knowledge 50%
• Singapore 50%
• Taiwan Futures Exchange 50%
• Stock Index Futures 50%
• Intraday Trading 50%
• Rule Discovery 50%
• Arbitrage Strategy 50%
• Morgan Stanley Capital International 50%
• Arbitrage Opportunity 50%
• Computational Intelligence Techniques 50%
• Cost-of-carry Model 50%
• Econometric Approach 50%
• Expiry 50%

Economics, Econometrics and Finance

• Arbitrage 100%
• Index Futures 75%
• Price 75%
• Stock Index 25%
• Futures Exchange 25%