Simão Moraes Sarmento – författare
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2 produkter
Machine Learning based Pairs Trading Investment Strategy
Av Simão Moraes Sarmento, Nuno Horta
Häftad, 2020
848 kr
Lägg i varukorg
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. It also proposes the integration of an …
Machine Learning based Pairs Trading Investment Strategy
Av Nuno Horta, Simao Moraes Sarmento
E-bok, 2020
1091 kr
Lägg i varukorg
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. It also proposes the integration of an …
