Statistical arbitrage in cryptocurrency markets
Year of publication: |
2019
|
---|---|
Authors: | Fischer, Thomas Günter ; Krauss, Christopher ; Deinert, Alexander |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 12.2019, 1, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | statistical arbitrage | cryptocurrencies | machine learning |
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