A Machine Learning based Pairs Trading Investment StrategyConclusions and Future Work
A Machine Learning based Pairs Trading Investment Strategy: Conclusions and Future Work
Moraes Sarmento, Simão; Horta, Nuno
2020-07-14 00:00:00
[This chapter compiles the main findings of this work. It provides an answer to each research question motivating this work, as well as additional inferences from the results obtained. Additionally, it outlines possible directions for future work.]
http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.pnghttp://www.deepdyve.com/lp/springer-journals/a-machine-learning-based-pairs-trading-investment-strategy-conclusions-slQoShyduJ
A Machine Learning based Pairs Trading Investment StrategyConclusions and Future Work
[This chapter compiles the main findings of this work. It provides an answer to each research question motivating this work, as well as additional inferences from the results obtained. Additionally, it outlines possible directions for future work.]
Published: Jul 14, 2020
Keywords: Pairs trading; Unsupervised learning; Time-series forecasting; Deep learning
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