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"Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep ..."

Ariel Neufeld, Julian Sester, Daiying Yin (2024)

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DOI: 10.1137/22M1487928

access: closed

type: Journal Article

metadata version: 2024-06-18

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Ariel Neufeld, Julian Sester, Daiying Yin:
Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks. SIAM J. Financial Math. 15(2): 436-472 (2024)

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