This study provides a structured review of statistical arbitrage research in the context of artificial intelligence … statistical arbitrage decision architecture. … applications. Building on this literature synthesis, the paper develops a conceptual AI-led, human-in-the-loop statistical …

In this paper, we introduce the concept of statistical arbitrage through the definition of a mean-reverting trading … strategy that captures persistent anomalies in long-run relationships among assets. We model the statistical arbitrage … proceeding in three steps: (1) to identify mispricings in the chosen market, (2) to test mean-reverting statistical arbitrage …

constructing cointegrated portfolios that enable statistical arbitrage. Moreover, we find evidence for a connection between market …