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A Machine Learning based Pairs Trading Investment Strategy
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A Machine Learning based Pairs Trading Investment Strategy

This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs.

Opplag
1st ed. 2021
ISBN
9783030472504
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
14.7.2020
Antall sider
104