Titlebook: A Machine Learning based Pairs Trading Investment Strategy; Simão Moraes‘Sarmento,Nuno Horta Book 2021 The Editor(s) (if applicable) and T

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书目名称A Machine Learning based Pairs Trading Investment Strategy影响因子(影响力)




书目名称A Machine Learning based Pairs Trading Investment Strategy影响因子(影响力)学科排名




书目名称A Machine Learning based Pairs Trading Investment Strategy网络公开度




书目名称A Machine Learning based Pairs Trading Investment Strategy网络公开度学科排名




书目名称A Machine Learning based Pairs Trading Investment Strategy被引频次




书目名称A Machine Learning based Pairs Trading Investment Strategy被引频次学科排名




书目名称A Machine Learning based Pairs Trading Investment Strategy年度引用




书目名称A Machine Learning based Pairs Trading Investment Strategy年度引用学科排名




书目名称A Machine Learning based Pairs Trading Investment Strategy读者反馈




书目名称A Machine Learning based Pairs Trading Investment Strategy读者反馈学科排名

strain

Book 2021 introduce a forecasting-based trading model capable of reducing the periods of portfolio decline by 75%. However, this comes at the expense of decreasing overall profitability. The authors also test the proposed strategy using an ARMA model, an LSTM and an LSTM encoder-decoder..

完整

Olivia Nocentini,Jaeseok Kim,Filippo Cavalloe criteria adopted to select potentially profitable pairs from the clusters previously formed are outlined. In the end, a summary diagram connecting the different concepts introduced throughout the chapter is presented, for consolidation purposes.

我不明白

Jana Clement,Joern Ploennigs,Klaus Kabitzschained in detail. To complement, other possible alternatives are introduced as well. At last, an overview of the current state-of-the-art concerning the application of Machine Learning in the field of Pairs Trading is provided.

MOCK

Olivia Nocentini,Jaeseok Kim,Filippo Cavalloremaining part of the chapter investigates which forecasting algorithm may be more suitable to integrate the proposed trading model, exploring the ARMA model, along with two Deep Learning based models, an LSTM and an LSTM Encoder-Decoder.

没有准备

推迟

Lecture Notes in Electrical Engineeringncerning the new proposed forecasting-based trading model (in Chap. 4) are analyzed next. Some insightful conclusions are inferred regarding the suitability of a forecasting based trading model in this setup.

龙虾

2191-530X tegy using commodity-linked ETFs with 5-min frequency price . .This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged div

AGGER

FACT

A Machine Learning based Pairs Trading Investment Strategy978-3-030-47251-1Series ISSN 2191-530X Series E-ISSN 2191-5318