Are pair trading strategies profitable during COVID-19 period?
Year of publication: |
2022
|
---|---|
Authors: | Sohail, Muhammad Khalid ; Raheman, Abdul ; Iqbal, Javid ; Sindhu, Muzammal Ilyas ; Staar, Abdul ; Mushafiq, Muhammad ; Afzal, Humaira |
Published in: |
Journal of information & knowledge management : JIKM. - Singapore : World Scientific Publ., ISSN 0219-6492, ZDB-ID 2115864-2. - Vol. 21.2022, 1, Supp01, Art.-No. 2240010, p. 2240010-1-2240010-16
|
Subject: | COVID-19 | DBSCAN | pair trading | unsupervised machine learning | Coronavirus | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Künstliche Intelligenz | Artificial intelligence |
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