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"Enhancing a Pairs Trading strategy with the application of Machine Learning."

Simão Moraes Sarmento, Nuno Horta (2020)

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DOI: 10.1016/J.ESWA.2020.113490

access: closed

type: Journal Article

metadata version: 2020-09-19

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Simão Moraes Sarmento, Nuno Horta:
Enhancing a Pairs Trading strategy with the application of Machine Learning. Expert Syst. Appl. 158: 113490 (2020)

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