Title:
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MACHINE LEARNING BASED PAIRS TRADING INVESTMENT STRATEGY
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By: |
Simao Moraes Sarmento |
Format: |
Paperback / softback |
List price:
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£54.99 |
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£48.12 |
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£6.87 |
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ISBN 10: |
3030472507 |
ISBN 13: |
9783030472504 |
Availability: |
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Publisher: |
SPRINGER NATURE SWITZERLAND AG |
Pub. date: |
17 September, 2020 |
Edition: |
1st ed. 2021 |
Series: |
SpringerBriefs in Applied Sciences and Technology |
Pages: |
104 |
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. |
Illustrations: |
50 Tables, color; 8 Illustrations, color; 29 Illustrations, black and white; IX, 104 p. 37 illus., 8 illus. in color. |
Returns: |
Returnable |