Statistical arbitrage: factor investing approach (Q6201542): Difference between revisions

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+Statistical arbitrage in jump-diffusion models with compound Poisson processes
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+Statistical arbitrage in the US equities market
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+Pairs trading
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+Common risk factors in the returns on stocks and bonds
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+Exact Sampling of Jump Diffusions
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+Statistical arbitrage in the Black–Scholes framework
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+Computing Moments of the Exit Time Distribution for Markov Processes by Linear Programming
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+Large data sets and machine learning: applications to statistical arbitrage
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+Self-imposed time windows in vehicle routing problems
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+Exploring Mispricing in the Term Structure of CDS Spreads*
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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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+Portfolio problems stopping at first hitting time with application to default risk
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+Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
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+Robust statistical arbitrage strategies
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+Model-driven statistical arbitrage on LETF option markets
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+On Monte Carlo Methods in Congestion Problems: I. Searching for an Optimum in Discrete Situations
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+Probabilistic exchange algorithms and Euclidean traveling salesman problems
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+Stochastic calculus for finance. II: Continuous-time models.
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+Statistical arbitrage with optimal causal paths on high-frequency data of the S&amp;P 500
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+Pairs trading with a mean-reverting jump–diffusion model on high-frequency data
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+Statistical arbitrage with vine copulas
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+Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
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+A Reality Check for Data Snooping
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+A genetic algorithm and the Monte Carlo method for stochastic job-shop scheduling
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+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
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