Machine learning based pairs trading investment strategy, a
Auteur :
Moraes Sarmento, Simão / Horta, Nuno
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030472504
Date de publication :
14 juil. 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.