@article{c4ea1200ec9d40b2adae8c488928be0f,
title = "A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market",
keywords = "Correlation analysis, Foreign exchange futures, Relative value trading system, Rough set analysis",
author = "Sukjun Lee and Enke, \{David Lee\} and Youngmin Kim",
note = "Publisher Copyright: {\textcopyright} 2017 Elsevier Ltd",
year = "2017",
month = may,
day = "1",
doi = "10.1016/j.engappai.2017.02.014",
language = "English",
volume = "61",
pages = "47--56",
journal = "Engineering Applications of Artificial Intelligence",
issn = "0952-1976",
}