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swMATH27589MaRDI QIDQ39305FDOQ39305

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Cited In (4)

• Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
• A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
• Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500
• Pairs trading with a mean-reverting jump–diffusion model on high-frequency data

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