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"Revealing Pairs-trading opportunities with long short-term memory networks."

Andrea Flori, Daniele Regoli (2021)

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DOI: 10.1016/J.EJOR.2021.03.009

access: closed

type: Journal Article

metadata version: 2022-06-23

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Andrea Flori, Daniele Regoli:
Revealing Pairs-trading opportunities with long short-term memory networks. Eur. J. Oper. Res. 295(2): 772-791 (2021)

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