Revealing pairs-trading opportunities with long short-term memory networks
Year of publication: |
2021
|
---|---|
Authors: | Flori, Andrea ; Regoli, Daniele |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 295.2021, 2 (1.12.), p. 772-791
|
Subject: | Finance | Machine learning | Pairs-trading | Statistical arbitrage | Neural networks | Neuronale Netze | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Arbitrage | Prognoseverfahren | Forecasting model |
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