Pairs trading with topological data analysis
Year of publication: |
2023
|
---|---|
Authors: | Majumdar, Sourav ; Laha, Arnab Kumar |
Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 26.2023, 8, Art.-No. 2450002, p. 1-43
|
Subject: | Pairs trading | statistical arbitrage | topological data analysis |
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