Human-AI Synergy in Statistical Arbitrage: Enhancing Robustness Across Volatile Financial Markets

This study provides a structured review of statistical arbitrage research in the context of artificial intelligence, with a particular focus on machine learning based methods. The reviewed literature highlights the evolution from linear, rule-based strategies to increasingly complex data-driven mode...

Celý popis

Podrobná bibliografie

Hlavní autor:	Binxu Lei
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2026-03-01
Edice:	Risks
Témata:	statistical arbitrage pair trading risk-adjusted performance mean reversion machine learning CVaR
On-line přístup:	https://www.mdpi.com/2227-9091/14/3/63
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!