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Detecting data-driven robust statistical arbitrage strategies with deep neural networks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Neufeld, Ariel, Sester, Julian, Yin, Daiying
Format:	Preprint
Published:	2022
Subjects:	Computational Finance Machine Learning Mathematical Finance Statistical Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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