
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.
- Forfatter
- Simão Moraes Sarmento, Nuno Horta
- Opplag
- 1st ed. 2021
- ISBN
- 9783030472504
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 14.7.2020
- Antall sider
- 104
