標題: Titlebook: A Machine Learning based Pairs Trading Investment Strategy; Sim?o Moraes‘Sarmento,Nuno Horta Book 2021 The Editor(s) (if applicable) and T [打印本頁] 作者: 中產階級 時間: 2025-3-21 19:03
書目名稱A Machine Learning based Pairs Trading Investment Strategy影響因子(影響力)
書目名稱A Machine Learning based Pairs Trading Investment Strategy影響因子(影響力)學科排名
書目名稱A Machine Learning based Pairs Trading Investment Strategy網(wǎng)絡公開度
書目名稱A Machine Learning based Pairs Trading Investment Strategy網(wǎng)絡公開度學科排名
書目名稱A Machine Learning based Pairs Trading Investment Strategy被引頻次
書目名稱A Machine Learning based Pairs Trading Investment Strategy被引頻次學科排名
書目名稱A Machine Learning based Pairs Trading Investment Strategy年度引用
書目名稱A Machine Learning based Pairs Trading Investment Strategy年度引用學科排名
書目名稱A Machine Learning based Pairs Trading Investment Strategy讀者反饋
書目名稱A Machine Learning based Pairs Trading Investment Strategy讀者反饋學科排名
作者: strain 時間: 2025-3-21 22:27
Book 2021 introduce a forecasting-based trading model capable of reducing the periods of portfolio decline by 75%. However, this comes at the expense of decreasing overall profitability. The authors also test the proposed strategy using an ARMA model, an LSTM and an LSTM encoder-decoder..作者: 完整 時間: 2025-3-22 03:32
Olivia Nocentini,Jaeseok Kim,Filippo Cavalloe criteria adopted to select potentially profitable pairs from the clusters previously formed are outlined. In the end, a summary diagram connecting the different concepts introduced throughout the chapter is presented, for consolidation purposes.作者: 我不明白 時間: 2025-3-22 06:50
Jana Clement,Joern Ploennigs,Klaus Kabitzschained in detail. To complement, other possible alternatives are introduced as well. At last, an overview of the current state-of-the-art concerning the application of Machine Learning in the field of Pairs Trading is provided.作者: MOCK 時間: 2025-3-22 11:30
Olivia Nocentini,Jaeseok Kim,Filippo Cavalloremaining part of the chapter investigates which forecasting algorithm may be more suitable to integrate the proposed trading model, exploring the ARMA model, along with two Deep Learning based models, an LSTM and an LSTM Encoder-Decoder.作者: 沒有準備 時間: 2025-3-22 16:29 作者: 推遲 時間: 2025-3-22 21:05
Lecture Notes in Electrical Engineeringncerning the new proposed forecasting-based trading model (in Chap.?4) are analyzed next. Some insightful conclusions are inferred regarding the suitability of a forecasting based trading model in this setup.作者: 龍蝦 時間: 2025-3-22 22:05
2191-530X tegy using commodity-linked ETFs with 5-min frequency price . .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 div作者: AGGER 時間: 2025-3-23 03:06 作者: FACT 時間: 2025-3-23 09:22
A Machine Learning based Pairs Trading Investment Strategy978-3-030-47251-1Series ISSN 2191-530X Series E-ISSN 2191-5318 作者: 愉快么 時間: 2025-3-23 11:49
Sim?o Moraes‘Sarmento,Nuno HortaDiscusses unsupervised learning applied in pairs trading.Presents exclusive trading models.Simulates the performance of a pairs trading strategy using commodity-linked ETFs with 5-min frequency price 作者: Neutral-Spine 時間: 2025-3-23 15:07
SpringerBriefs in Applied Sciences and Technologyhttp://image.papertrans.cn/a/image/141370.jpg作者: 圓柱 時間: 2025-3-23 21:23 作者: 阻撓 時間: 2025-3-23 22:27 作者: 骨 時間: 2025-3-24 05:44 作者: 保守 時間: 2025-3-24 07:59 作者: JOT 時間: 2025-3-24 13:06 作者: organic-matrix 時間: 2025-3-24 17:32
Olivia Nocentini,Jaeseok Kim,Filippo Cavallolysis of the adopted dataset, including the motivation for using ETFs, the sectors considered, the preprocessing steps followed and the partitions and time windows studied. It proceeds by describing how each research stage is implemented, regarding the test conditions and the algorithms used. At las作者: 鍵琴 時間: 2025-3-24 21:47
Lecture Notes in Electrical Engineering details when comparing different selection techniques. It proceeds to describe the results achieved by the application of the proposed pairs selection framework (in Chap.?3) and allows us to infer the effectiveness of applying an Unsupervised Learning based technique in this context. The results co作者: 不可侵犯 時間: 2025-3-25 02:57 作者: PLE 時間: 2025-3-25 05:05
978-3-030-47250-4The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl作者: 向外供接觸 時間: 2025-3-25 09:55
Front Matterirms. The study adopted a qualitative research approach through interviews, carried out among eight case FM firms in Nigeria purposively selected. The study utilised thematic analysis in analysing data generated. The study revealed the most significant factors inhibiting the adoption of digital tran作者: 猛烈責罵 時間: 2025-3-25 13:07 作者: 夜晚 時間: 2025-3-25 16:13 作者: intolerance 時間: 2025-3-25 20:11
Proposed Trading Model,of Kathy Ireland, the CEO of Kathy Ireland Worldwide (kiWW). The chapter follows the biographical narratives of Kathy Ireland‘s life as a young entrepreneur, her experiences as one of the first supermodels, finding her calling as a Christian entrepreneur, her journey to being named a super mogul in 作者: 責問 時間: 2025-3-26 03:21 作者: 通知 時間: 2025-3-26 06:44
Conclusions and Future Work,es were broken up, and a fifth of all farmland transferred to marginal farmers and landless workers. Redistributive land reforms helped provide economic and political stability, but policymakers were divided between aiding those farmers living in acute poverty, and increasing the production of cheap作者: 上流社會 時間: 2025-3-26 11:13 作者: 印第安人 時間: 2025-3-26 15:03 作者: 草率女 時間: 2025-3-26 18:46 作者: 流出 時間: 2025-3-26 21:04
Proposed Pairs Selection Framework,to the reduction of their incidence, they are still widespread in many parts of the world, including in states which availed themselves of international scrutiny in all its different forms. There is therefore a need to do more. It is suggested that civil society involvement in monitoring and legal a作者: febrile 時間: 2025-3-27 04:27
Proposed Trading Model,nd value are discussed and examined as part of Ireland‘s success story. The chapter concludes by defining the characteristics of entrepreneurs and apostles and lessons learned from the analysis of Kathy Ireland‘s biographical narratives. The case contributes to the current discussion of women‘s entr作者: 節(jié)約 時間: 2025-3-27 08:01
Results,onstruction of a high-quality education system in the new era. Article 27 of the Family Education Promotion Law of the People’s Republic of China states that local governments and relevant departments are obliged to establish a professional team of family education guidance and service, to provide t作者: Genteel 時間: 2025-3-27 11:51
Conclusions and Future Work,or rural conflicts, such as took place in Italy and Spain where large numbers of landless workers were still found. However, the fact that farmers received insufficient land limited market specialization slowed the supply of cheap food for the cities and restricted incentives to organize politically作者: 牽連 時間: 2025-3-27 14:37
2191-530X decline by 75%. However, this comes at the expense of decreasing overall profitability. The authors also test the proposed strategy using an ARMA model, an LSTM and an LSTM encoder-decoder..978-3-030-47250-4978-3-030-47251-1Series ISSN 2191-530X Series E-ISSN 2191-5318 作者: 血統(tǒng) 時間: 2025-3-27 18:35
therapeutically and to aid in the development of the equipment to make controlled photocoagulation of retinal tissue a reality. Dr. Meyer-Schwickerath and Dr. Litman of the Zeiss Optical Company collaborated in the design of a xenon-arc white-light photocoagulator, which was introduced in the early作者: 狂熱文化 時間: 2025-3-28 00:47 作者: Tinea-Capitis 時間: 2025-3-28 02:29
Long-Term Effects Evaluation for Investments in the Energy and Water Sectorsnvironmental discount rate. The main novelty of the model lies in the introduction of environmental quality into the logical-mathematical estimation scheme. Environmental quality is expressed according to the indicators that contribute to the Environmental Performance Index (EPI). The use of dual an作者: 小口啜飲 時間: 2025-3-28 09:35 作者: Abrupt 時間: 2025-3-28 10:45 作者: compassion 時間: 2025-3-28 18:21
Introduction: Investigating Authority and Its Legitimization in Contemporary Africa,’ signifying a challenge to the authorities upholding it—and, in turn, upheld by it. With increased popular concerns of clandestine conspiracies pulling the wool over the global public’s eyes, authorities—representing as well as legitimized by some degree of shared truth—are under intense, even anxi
