Pairs trading with topological data analysis

DOI10.1142/s021902492450002xWikidataQ130132811 ScholiaQ130132811MaRDI QIDQ6492031

Sourav Majumdar, Arnab Kumar Laha

Publication date: 24 April 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

topological data analysispairs tradingstatistical arbitrage

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Financial markets (91G15) Topological data analysis (62R40)

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