Pages that link to "Item:Q2786280"

The following pages link to Statistical arbitrage in the US equities market (Q2786280):

Displaying 50 items.

• Market neutral portfolios (Q476263) (← links)
• Factor neutral portfolios (Q747746) (← links)
• 3D extreme value analysis for stock return, interest rate and speed of mean reversion (Q896795) (← links)
• On a spiked model for large volatility matrix estimation from noisy high-frequency data (Q1615279) (← links)
• The study of Thai stock market across the 2008 financial crisis (Q1619865) (← links)
• High-frequency stock linkage and multi-dimensional stationary processes (Q1620266) (← links)
• Deep learning with long short-term memory networks for financial market predictions (Q1651723) (← links)
• Incorporating signals into optimal trading (Q1739054) (← links)
• Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 (Q1751873) (← links)
• Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
• Statistical arbitrage and risk contagion (Q2102882) (← links)
• Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
• Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
• Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
• Separating the signal from the noise -- financial machine learning for Twitter (Q2191464) (← links)
• Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
• Long memory and crude oil's price predictability (Q2241099) (← links)
• Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
• Large data sets and machine learning: applications to statistical arbitrage (Q2424788) (← links)
• Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
• Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
• A pairs trading strategy based on linear state space models and the Kalman filter (Q4554227) (← links)
• Dynamic mode decomposition for financial trading strategies (Q4554232) (← links)
• A stochastic model for commodity pairs trading (Q4554248) (← links)
• Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities (Q4554257) (← links)
• Pairs trading with partial cointegration (Q4554413) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
• Neural network copula portfolio optimization for exchange traded funds (Q4554457) (← links)
• Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060) (← links)
• Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
• Short Positions in the First Principal Component Portfolio (Q4567946) (← links)
• (Q4568087) (← links)
• MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
• Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
• Statistical arbitrage with vine copulas (Q4619524) (← links)
• Statistical arbitrage in the Black–Scholes framework (Q4683080) (← links)
• Pairs trading with partial cointegration (Q4957234) (← links)
• On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
• Robust statistical arbitrage strategies (Q4991081) (← links)
• DYNAMIC PROBABILISTIC FORECASTING WITH UNCERTAINTY (Q5061489) (← links)
• TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
• The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
• High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
• Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
• Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313) (← links)
• Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
• A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
• Pairs trading: optimal thresholds and profitability (Q5247270) (← links)