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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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
में प्रकाशित:Comput Intell Neurosci
मुख्य लेखकों: Huang, Chien-Feng, Hsu, Chi-Jen, Chen, Chi-Chung, Chang, Bao Rong, Li, Chen-An
स्वरूप: Artigo
भाषा:Inglês
प्रकाशित: Hindawi Publishing Corporation 2015
विषय:
ऑनलाइन पहुंच: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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