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Novel Window Analysis for HFT

The study introduces a new window analysis method for assessing decision-making units' efficiency, using the Whale Optimization Algorithm, and applies it to forex investment strategies and utility firms in the Ho Chi Minh City Stock Exchange.

Featured in No. 87 on 5 Mar 2025 · on release day

Released
5 Mar 2025
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No. 87 · 5 Mar 2025
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Identifier
RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10528-7

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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