Lior Zatlavi

Tel Aviv University, School of Electrical Engineering, Faculty of Engineering

Tel Aviv 69978

Israel

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The Design and Performance of the Adaptive Stock Market Index

Algorithmic Finance 2014, 3:3-4, pp. 189-207

Number of pages: 20 Posted: 12 Dec 2014

Lior Zatlavi, Dror Y. Kenett and Eshel Ben-Jacob

Tel Aviv University, School of Electrical Engineering, Faculty of Engineering, Financial Industry Regulatory Authority (FINRA) and Tel Aviv University (Deceased)

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