"Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical ..."

Salvatore M. Carta et al. (2021)

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DOI: 10.1109/ACCESS.2021.3059187

access: open

type: Journal Article

metadata version: 2022-02-07

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Salvatore M. Carta, Sergio Consoli, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu:
Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage. IEEE Access 9: 29942-29959 (2021)

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