Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367)

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scientific article; zbMATH DE number 7867066
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    Detecting data-driven robust statistical arbitrage strategies with deep neural networks
    scientific article; zbMATH DE number 7867066

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      Detecting data-driven robust statistical arbitrage strategies with deep neural networks (English)
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      18 June 2024
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      robust statistical arbitrage
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      model uncertainty
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      deep learning
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      trading strategies
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