Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323): Difference between revisions

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+Testing for jumps in noisy high frequency data
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+Using principal component analysis to estimate a high dimensional factor model with high-frequency data
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+Statistical arbitrage in the US equities market
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+Empirical properties of asset returns: stylized facts and statistical issues
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+On the Hidden Markov Model and Dynamic Time Warping for Speech Recognition-A Unified View
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+Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&amp;P 500
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+Refining the least squares Monte Carlo method by imposing structure
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+Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
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+A level building dynamic time warping algorithm for connected word recognition
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+Performance tradeoffs in dynamic time warping algorithms for isolated word recognition
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+Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
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+Statistical arbitrage with vine copulas
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+A Tale of Two Time Scales
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