Pages that link to "Item:Q4619518"

The following pages link to Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518):

Displaying 10 items.

• Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
• Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
• Statistical arbitrage with vine copulas (Q4619524) (← links)
• Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
• Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
• Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
• Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
• A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
• Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
• Statistical arbitrage: factor investing approach (Q6201542) (← links)