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Deep learning meets statistical arbitrage : an application of long short-term memory networks to algorithmic trading
Zhao, Yijun
;
Xu, Shengjian
;
Ossowski, Jacek
- In:
The journal of financial data science
4
(
2022
)
4
,
pp. 133-150
Persistent link: https://www.econbiz.de/10014232780
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