Pairs trading on different portfolios based on machine learning-Reference-Cited by-同舟云学术

Pairs trading on different portfolios based on machine learning

Published:2020-11-18 Issue:3 Volume:38 Page:
ISSN:0266-4720
Container-title:Expert Systems
language:en
Short-container-title:Expert Systems

Author:

Chang Victor¹^ORCID,Man Xiaowen²,Xu Qianwen¹³,Hsu Ching‐Hsien⁴⁵⁶^ORCID

Affiliation:

1. Artificial Intelligence and Information Systems Research Group School of Computing, Engineering and Digital Technologies, Teesside University Middlesbrough UK

2. Department of Information Studies University College London London UK

3. International Business School Suzhou Xi´an Jiaotong‐Liverpool University Suzhou China

4. Department of Computer Science and Information Engineering Asia University Taichung Taiwan

5. Department of Medical Research China Medical University Hospital, China Medical University Taichung Taiwan

6. School of Mathematics and Big Data Foshan University Foshan China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/exsy.12649

Reference39 articles.

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4. Chen Y. Chen W.andHuang S.(2018).Developing arbitrage stra In: IEEE 2018 IEEE International Conference on Agents (ICA). Singapore 28‐31 July 2018. IEEEtegy in high‐frequency pairs trading with filterbank CNN algorithm.

5. Forecasting IBEX-35 moves using support vector machines

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