Large data sets and machine learning: applications to statistical arbitrage
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Publication:2424788
DOI10.1016/j.ejor.2019.04.013zbMath1414.91435OpenAlexW2937013183MaRDI QIDQ2424788
Publication date: 25 June 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.04.013
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80)
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Uses Software
Cites Work
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