A Machine Learning based Pairs Trading Investment Strategy
€79.90
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Product Information
| ISBN | 9783030472504 |
|---|---|
| Publisher | Springer Nature Switzerland AG |
| Price (excl. tax) | €75.38 |
| Tax | €4.52 |
| Price (incl. tax) | €79.90 |
| Availability | 1 unit in external warehouse |
Product Description
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 divergent pairs.