Pages that link to "Item:Q5247270"
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The following pages link to Pairs trading: optimal thresholds and profitability (Q5247270):
Displaying 15 items.
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- A stochastic model for commodity pairs trading (Q4554248) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS (Q4596998) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- (Q5072165) (← links)
- A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- ON OPTIMAL THRESHOLDS FOR PAIRS TRADING IN A ONE-DIMENSIONAL DIFFUSION MODEL (Q5158748) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
- A hybrid convolutional neural network with long short-term memory for statistical arbitrage (Q6158423) (← links)
- Optimal times to buy and sell a home (Q6492033) (← links)