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- Publication Date of Publication Type Statistical arbitrage: factor investing approach 2024-02-21 Paper Statistical arbitrage in jump-diffusion models with compound...10 bytes (16 words) - 07:39, 12 December 2023
- Publication Date of Publication Type Statistical arbitrage: factor investing approach 2024-02-21 Paper Extending the Merton model with applications to...10 bytes (16 words) - 19:54, 12 December 2023
- higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 2019-09-26 Paper Statistical arbitrage with optimal causal paths...10 bytes (16 words) - 12:27, 14 March 2024
- applications to statistical arbitrage 2019-06-25 Paper Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500...10 bytes (16 words) - 19:35, 24 September 2023
- genetic algorithms 2022-05-19 Paper On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock...10 bytes (18 words) - 11:41, 13 December 2023
- noise -- financial machine learning for Twitter 2020-06-25 Paper Statistical arbitrage with vine copulas 2019-02-06 Paper Pairs trading with partial cointegration...10 bytes (16 words) - 17:40, 24 September 2023
- Publication Date of Publication Type Statistical arbitrage: factor investing approach 2024-02-21 Paper On the role of commodity futures in portfolio diversification...10 bytes (16 words) - 12:04, 6 October 2023
- hybrid convolutional neural network with long short-term memory for statistical arbitrage 2023-06-20 Paper Wealth management products, banking competition...10 bytes (16 words) - 12:29, 7 October 2023
- Date of Publication Type Forecasting semi-stationary processes and statistical arbitrage 2023-03-07 Paper...10 bytes (16 words) - 21:13, 27 December 2023
- Publication Type Evolutionary Money Management 2010-11-08 Paper Statistical Arbitrage with Genetic Programming 2009-05-14 Paper...10 bytes (16 words) - 20:06, 6 October 2023
- Publication Date of Publication Type Statistical arbitrage with default and collateral 2010-09-07 Paper...10 bytes (16 words) - 15:21, 6 October 2023
- Publication Date of Publication Type Model-driven statistical arbitrage on LETF option markets 2020-01-24 Paper...10 bytes (16 words) - 21:51, 26 December 2023
- Publication Date of Publication Type Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market 2021-06-30 Paper...10 bytes (16 words) - 01:39, 25 September 2023
- Publication Date of Publication Type Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market 2021-06-30 Paper...10 bytes (16 words) - 01:39, 25 September 2023
- Date of Publication Type Risk control of mean-reversion time in statistical arbitrage 2019-03-12 Paper...10 bytes (16 words) - 02:58, 25 September 2023
- Publication Date of Publication Type Statistical arbitrage with vine copulas 2019-02-06 Paper...10 bytes (16 words) - 12:27, 14 March 2024
- Publication Date of Publication Type On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock...10 bytes (18 words) - 21:07, 26 December 2023
- Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 2019-09-26 Paper...10 bytes (16 words) - 22:28, 27 December 2023
- Type Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance 2019-03-29 Paper Mean-Reverting Portfolio With Budget...10 bytes (16 words) - 00:50, 28 December 2023
- Type Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 2018-05-25 Paper...10 bytes (18 words) - 19:35, 24 September 2023
