TY - GEN
AU - Zhang, Zhijie
TI - Identify arbitrage using machine learning on multi-stock pair trading price forecasting
PB - Center for Data Science and Service Research, Graduate School of Economic and Management, Tohoku University
KW - Pair-trading
KW - Arbitrage
KW - K-means++
KW - AdaBoost
KW - ElasticNet
KW - Cointgration
KW - Graue Literatur
PY - July, 2022
BT - Data science and service research discussion paper ; no. 127
CY - Sendai, Japan
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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