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statistical arbitrage
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A hybrid forecasting model based on deep learning feature extraction and
statistical
arbitrage
methods for stock trading strategies
Zhang, Weiqian
;
li, Songsong
;
Guo, Zhichang
;
Yang, Yizhe
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1729-1749
Persistent link: https://www.econbiz.de/10014432755
Saved in:
2
Ultra-high-frequency algorithmic arbitrage across international index futures
Alsayed, Hamad
;
McGroarty, Frank
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 391-408
Persistent link: https://www.econbiz.de/10010425562
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