Exploring statistical arbitrage opportunities using machine learning strategy
Baoqiang Zhan, Shu Zhang, Helen S. Du, Xiaoguang Yang
| Year of publication: |
2022
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|---|---|
| Authors: | Zhan, Baoqiang ; Zhang, Shu ; Du, Helen S. ; Yang, Xiaoguang |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 3, p. 861-882
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| Subject: | Cointegration | Machine learning | Opportunities exploration | Statistical arbitrage | Künstliche Intelligenz | Artificial intelligence | Arbitrage | Kointegration | Theorie | Theory | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10169-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380844