pacifist 发表于 2025-3-25 06:13:44

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intrigue 发表于 2025-3-25 08:29:08

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改良 发表于 2025-3-25 12:32:49

https://doi.org/10.1057/978-1-349-93358-7erfectly correlated, thus motivating the use of a population-based algorithm which jointly optimises a portfolio of decorrelated models. We describe an application of this methodology to trading statistical arbitrage between equity index futures and present empirical results, before concluding with

Detonate 发表于 2025-3-25 18:16:30

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发表于 2025-3-25 23:27:40

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nitroglycerin 发表于 2025-3-26 01:33:42

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协议 发表于 2025-3-26 04:43:03

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Electrolysis 发表于 2025-3-26 08:32:55

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antidepressant 发表于 2025-3-26 14:35:03

Controlling Nonstationarity in Statistical Arbitrage Using a Portfolio of Cointegration Modelserfectly correlated, thus motivating the use of a population-based algorithm which jointly optimises a portfolio of decorrelated models. We describe an application of this methodology to trading statistical arbitrage between equity index futures and present empirical results, before concluding with

interlude 发表于 2025-3-26 17:38:40

Multi-Task Learning in a Neural Vector Error Correction Approach for Exchange Rate Forecastingerent, yet related, tasks simultaneously, underlying interdependencies between the various learning outputs can be exploited. The paper presents a neural Vector Error Correction approach with multiple output units as a Multi-Task Learning methodology of practical use in finance. By focusing on forec
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查看完整版本: Titlebook: Decision Technologies for Computational Finance; Proceedings of the f Apostolos-Paul N. Refenes,Andrew N. Burgess,John E Conference proceed