A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Weiqian ; li, Songsong ; Guo, Zhichang ; Yang, Yizhe |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1729-1749
|
Subject: | deep learning | feature extraction | hybrid forecasting | statistical arbitrage | stock trading strategy | Prognoseverfahren | Forecasting model | Arbitrage | Theorie | Theory | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
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