Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367)
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scientific article; zbMATH DE number 7867066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting data-driven robust statistical arbitrage strategies with deep neural networks |
scientific article; zbMATH DE number 7867066 |
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Detecting data-driven robust statistical arbitrage strategies with deep neural networks (English)
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18 June 2024
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robust statistical arbitrage
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model uncertainty
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deep learning
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trading strategies
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