Pages that link to "Item:Q4555060"
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The following pages link to Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060):
Displaying 8 items.
- Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
- Pairs trading with topological data analysis (Q6492031) (← links)
