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~isPartOf:"European journal of operational research : EJOR"
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Deep neural networks, gradient-boosted trees, random forests : statistical arbitrage on the S&P 500
Krauss, Christopher
;
Do, Xuan Anh
;
Huck, Nicolas
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 689-702
Persistent link: https://www.econbiz.de/10011661795
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Large data sets and machine learning : applications to statistical arbitrage
Huck, Nicolas
- In:
European journal of operational research : EJOR
278
(
2019
)
1
,
pp. 330-342
Persistent link: https://www.econbiz.de/10012102616
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