Detecting data-driven robust statistical arbitrage strategies with deep neural networks
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Cites work
- scientific article; zbMATH DE number 1975241 (Why is no real title available?)
- scientific article; zbMATH DE number 795573 (Why is no real title available?)
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- Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500
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- Viability and arbitrage under Knightian uncertainty
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