A Machine Learning based Pairs Trading Investment Strategy

This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs.

• | : Simao Moraes Sarmento, Nuno Horta
• | Publisher: Springer Nature Switzerland AG
• | Publication Date: Jul 14, 2020
• | Country of Publication: Switzerland
• | Number of Pages: 104 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 3030472507
• | ISBN-13: 9783030472504