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An Intelligent Model for Pairs Trading Using Genetic Algorithms
Pairs trading is an important and challenging research area in computational finance, in which pairs of stocks are bought and sold in pair combinations for arbitrage opportunities. Traditional methods that solve this set of problems mostly rely on statistical methods such as regression. In contrast...
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| Publicado no: | Comput Intell Neurosci |
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| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Hindawi Publishing Corporation
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4538771/ https://ncbi.nlm.nih.gov/pubmed/26339236 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1155/2015/939606 |
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