A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies
Weiqian Zhang, Songsong Li, Zhichang Guo, Yizhe Yang
| Year of publication: |
2023
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|---|---|
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2978 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432755