High frequency and dynamic pairs trading with ant colony optimization
José Cerda, Nicolás Rojas-Morales, Marcel C. Minutolo, Werner Kristjanpoller
| Year of publication: |
2022
|
|---|---|
| Authors: | Cerda, José ; Rojas-Morales, Nicolás ; Minutolo, Marcel C. ; Kristjanpoller Rodríguez, Werner |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 3, p. 1251-1275
|
| Subject: | Finance | Evolutionary computation | Metaheuristics | Ant colony optimization | Pairs trading | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory | Evolutionärer Algorithmus | Evolutionary algorithm | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10129-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013169355