A Machine Learning based Pairs Trading Investment Strategy
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A Machine Learning based Pairs Trading Investment Strategy

Springer Nature Switzerland AG
SKU:
9783030472504
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UPC:
9783030472504
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Description
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
Additional Information
By (Author):
Simao Moraes Sarmento, Nuno Horta
Publisher:
Springer Nature Switzerland AG
Publication Date:
Jul 14, 2020
Country of Publication:
Switzerland
Language:
Unknown
Number of pages:
104 pages
Binding:
Paperback / softback
ISBN-10:
3030472507
ISBN-13:
9783030472504