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Carta et al., 2020 - Google Patents

A general approach for risk controlled trading based on machine learning and statistical arbitrage

Carta et al., 2020

View PDF
Document ID
7869641795472146576
Author
Carta S
Recupero D
Saia R
Stanciu M
Publication year
Publication venue
International Conference on Machine Learning, Optimization, and Data Science

External Links

Snippet

Nowadays, machine learning usage has gained significant interest in financial time series prediction, hence being a promise land for financial applications such as algorithmic trading. In this setting, this paper proposes a general approach based on an ensemble of regression …
Continue reading at www.researchgate.net (PDF) (other versions)

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