Jung, Nak Hyun; Oh, Tae Yeon; Kim, Kang Hee - In: Global business and finance review 29 (2024) 7, pp. 1-15
Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques, with a focus on accurately evaluating stock similarities and selecting the most suitable pairs. Design/methodology/approach: A variety of AI models, including Autoencoders...