A hybrid convolutional neural network with long short-term memory for statistical arbitrage (Q6158423)
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scientific article; zbMATH DE number 7698399
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| English | A hybrid convolutional neural network with long short-term memory for statistical arbitrage |
scientific article; zbMATH DE number 7698399 |
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A hybrid convolutional neural network with long short-term memory for statistical arbitrage (English)
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20 June 2023
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statistical arbitrage
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pairs trading
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deep learning
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convolutional neural network
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long short-term memory
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0.7655054926872253
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0.7551530599594116
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0.7517645955085754
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0.7413402795791626
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