Exploring statistical arbitrage opportunities using machine learning strategy
Year of publication: |
2022
|
---|---|
Authors: | Zhan, Baoqiang ; Zhang, Shu ; Du, Helen S. ; Yang, Xiaoguang |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 3, p. 861-882
|
Subject: | Cointegration | Machine learning | Opportunities exploration | Statistical arbitrage |
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