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A Machine Learning based Pairs Trading Investment Strategy - Simao Moraes Sarmento - Bog

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783030472504
  • Indbinding:
  • Paperback
  • Sideantal:
  • 104
  • Udgivet:
  • 14. Juli 2020
  • Udgave:
  • 12021
  • Størrelse:
  • 234x156x10 mm.
  • Vægt:
  • 200 g.
  • 2-4 uger.
  • 11. Juni 2024
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Beskrivelse af 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.

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