A Novel Machine Learning-assisted Pairs Trading Approach for Trading Risk Reduction
Author:
Affiliation:
1. Duke Kunshan University/Duke University
2. Duke Kunshan University
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10087041/10087048/10087166.pdf?arnumber=10087166
Reference16 articles.
1. A Fast Vehicular Traffic Flow Prediction Scheme Based on Fourier and Wavelet Analysis
2. Vector auto regression modeling and forecasting
3. Modeling and Forecasting Vehicular Traffic Flow as a Seasonal ARIMA Process: Theoretical Basis and Empirical Results
4. Enhancing a Pairs Trading strategy with the application of Machine Learning
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