Pairs trading via unsupervised learning

DOI10.1016/j.ejor.2022.09.041MaRDI QIDQ6109847

Alenson Jun Wei Toh, Chulwoo Han, Zhaodong He

Publication date: 4 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

clusteringunsupervised learningfinancepairs trading

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items

Pre-selection in cointegration-based pairs trading

Cites Work

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