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Télécharger le livre : A Machine Learning based Pairs Trading Investment Strategy
Nuno Horta , Simão Moraes Sarmento
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. It also...
Editeur : Springer
Parution : 2020-07-13

Format(s) : PDF, ePub
73,84 €
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