The following pages link to Pairs trading (Q5711166):
Displaying 50 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- High-frequency stock linkage and multi-dimensional stationary processes (Q1620266) (← links)
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- Costly arbitrage through pairs trading (Q1657539) (← links)
- Firm value and the impact of operational management (Q1732973) (← links)
- Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- Systematic risk in pairs trading and dynamic parameterization (Q2036933) (← links)
- Optimal proportional reinsurance and pairs trading under exponential utility criterion for the insurer (Q2097469) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
- Long memory and crude oil's price predictability (Q2241099) (← links)
- Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity (Q2671495) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- Basket trading under co-integration with the logistic mixture autoregressive model (Q2866372) (← links)
- A CLOSED-FORM PRICING FORMULA FOR VARIANCE SWAPS WITH MEAN-REVERTING GAUSSIAN VOLATILITY (Q2925697) (← 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)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Estimating a regime switching pairs trading model (Q4554469) (← links)
- Forecasting trends with asset prices (Q4555084) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← 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)
- Data-driven methods for equity similarity prediction (Q4683061) (← links)
- Statistical arbitrage in the Black–Scholes framework (Q4683080) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Detecting Mean-Reverted Patterns in Algorithmic Pairs Trading (Q4922846) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Extensions to the invariance property of maximum likelihood estimation for affine‐transformed state‐space models (Q4997703) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions (Q5106393) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
