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Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在Statistical arbitrage pairs trading strategies: Review and outlook的討論與評價
This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies involving two or more ...
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在STATISTICAL ARBITRAGE PAIRS ... - Wiley Online Library的討論與評價
由 C Krauss 著作 · 2017 · 被引用 175 次 — STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK ... This survey reviews the growing literature on pairs trading ...
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在Statistical arbitrage pairs trading strategies ... - IDEAS/RePEc的討論與評價
This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies involving two or more securities.
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Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在Statistical Arbitrage Pairs Trading Strategies - SSRN Papers的討論與評價
This survey reviews the growing literature on pairs trading ... Statistical Arbitrage Pairs Trading Strategies: Review and Outlook.
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES ...的討論與評價
Request PDF | STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK: STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES | This survey reviews the ...
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在statistical arbitrage pairs trading strategies review and outlook的討論與評價
Where β denotes the regression coefficient of stock i's return realizations ri on its comover's return realizations r j and r f is the risk-free rate.
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在Statistical Arbitrage Pairs Trading Strategies - Semantic Scholar的討論與評價
This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies involving two or more ...
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在Statistical arbitrage pairs trading strategies : review and outlook的討論與評價
This survey reviews the growing literature on pairs trading frameworks, i.e., relative-value arbitrage strategies involving two or more securities.
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在Review of Pairs Trading Strategies的討論與評價
Terms of reference for such strategies are (quasi-)multivariate pairs trading, generalized pairs trading, or statistical arbitrage.
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S&P 500在arXiv:2203.03179v2 [q-fin.CP] 10 Mar 2022的討論與評價
由 A Neufeld 著作 · 2022 · 被引用 1 次 — Statistical arbitrage pairs trading strategies: Review and outlook. Journal of Economic. Surveys, 31(2):513–545, 2017. [41] Christopher Krauss, ...