Zobrazeno 1 - 2
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pro vyhledávání: '"Fischer, Thomas Günter"'
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 3
Journal of Risk and Financial Management, Vol 14, Iss 119, p 119 (2021)
Volume 14
Issue 3
Journal of Risk and Financial Management, Vol 14, Iss 119, p 119 (2021)
In this paper, we demonstrate how a well-established machine learning-based statistical arbitrage strategy can be successfully transferred from equity to futures markets. First, we preprocess futures time series comprised of front months to render th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::75a9cfe0ef3554c92ac93f1703b64c02
Publikováno v:
Journal of Risk & Financial Management; Mar2019, Vol. 12 Issue 1, p1-15, 15p