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"Better predictability of arbitrage strategies trained among less ..."

Jie Fang, Jianwu Lin (2019)

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DOI: 10.1109/ICPHYS.2019.8780281

access: closed

type: Conference or Workshop Paper

metadata version: 2020-01-07

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  - conf/icphys/FangL19
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Jie Fang, Jianwu Lin:
Better predictability of arbitrage strategies trained among less attentionstocks. ICPS 2019: 611-616

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