Flexible Decision Support System for Algorithmic Trading: Empirical Application on Crude Oil Markets

Generating reliable trading signals is a challenging task for financial market professionals. This research designs a novel decision-support system (DSS) for algorithmic trading and applies it empirically on two main crude oil markets. The novel DSS enables investors to interactively build algorithm...

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Bibliographic Details
Published in:IEEE access 2022, Vol.10, p.9628-9644
Main Authors: Tudor, Cristiana, Sova, Robert
Format: Article
Language:English
Subjects:
Adaptation models
Algorithmic trading
Algorithms
Astronomical models
Computation
COVID-19
Crude oil
Data models
Decision making
decision support system
Decision support systems
expected shortfall
Flexibility
Forecasting
Forecasting techniques
oil price forecasting
Oils
Performance evaluation
Performance prediction
Prediction algorithms
Prediction models
Predictive models
Pricing
Program trading
Sharpe ratio
trading performance
trading signals
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