Pages that link to "Item:Q2424788"
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The following pages link to Large data sets and machine learning: applications to statistical arbitrage (Q2424788):
Displaying 9 items.
- Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 (Q1751873) (← links)
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning (Q2140350) (← links)
- Training trees on tails with applications to portfolio choice (Q2173122) (← links)
- Separating the signal from the noise -- financial machine learning for Twitter (Q2191464) (← links)
- Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
- Sparse regression for large data sets with outliers (Q2242288) (← links)
- Pairs trading via unsupervised learning (Q6109847) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values (Q6547070) (← links)
