A Machine Learning based Pairs Trading Investment Strategy. (2020)

• Record Type: Book
• Further Information: Note: Simão Moraes Sarmento, Nuno Horta.
• Authors: Moraes Sarmento, Simão; Horta, Nuno
• Contents: Chapter 1. Introduction Chapter 2. Pairs Trading – Background and Related Work Chapter 3. Proposed Pairs Selection Framework Chapter 4. Proposed Trading Model Chapter 5. Implementation Chapter 6. Results Chapter 7. Conclusions and Future Work.
• Publisher Details: Cham : Springer
• Publication Date: 2020
• Copyright Date: 2021
• Extent: 1 online resource (104 pages)
• Subjects: Engineering; Computational intelligence; Machine learning; Economic theory; Computers -- Intelligence (AI) & Semantics; Business & Economics -- Economics -- Theory; Machine learning; Economic theory & philosophy; Technology & Engineering -- Engineering (General); Artificial intelligence
• Languages: English
• ISBNs: 9783030472511
• Related ISBNs: 9783030472504
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.