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A Machine Learning based Pairs Trading Investment Strategy - SpringerBriefs in Applied Sciences and Technology 1st ed. 2021 edition
Simao Moraes Sarmento
A Machine Learning based Pairs Trading Investment Strategy - SpringerBriefs in Applied Sciences and Technology 1st ed. 2021 edition
Simao Moraes Sarmento
This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs.
104 pages, 50 Tables, color; 16 Illustrations, color; 22 Illustrations, black and white; IX, 104 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | July 14, 2020 |
| ISBN13 | 9783030472504 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 104 |
| Dimensions | 234 × 156 × 10 mm · 200 g |
| Language | German |
See all of Simao Moraes Sarmento ( e.g. Paperback Book )
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