Developing arbitrage strategy in high-frequency pairs trading with filterbank cnn algorithm

Keyphrases

• Filter Bank 100%
• Arbitrage Strategy 100%
• Pairs Trading 100%
• Arbitrage 50%
• Trading System 50%
• Taiwan 25%
• Deep Learning Methods 25%
• Mini 25%
• Index Futures 25%
• Convolutional Neural Network 25%
• Information Integration 25%
• Traders 25%
• 2D Image 25%
• Stock Index Futures 25%
• Asset Prices 25%
• Visualization Method 25%
• Convolutional Neural Network Model 25%
• Underperformance 25%
• Market-based 25%
• Financial Knowledge 25%
• Financial Domain 25%
• Historical Volatility 25%
• Knowledge Filter 25%
• IDCNN 25%
• Rational Equilibrium 25%
• Information Technology Knowledge 25%
• Statistical Arbitrage 25%
• Real-time Visualization 25%

Computer Science

• Convolutional Neural Network 100%
• Trading System 100%
• Domain Knowledge 50%
• Neural Network Model 50%
• visualization method 50%
• Deep Learning Technique 50%
• Information Technology 50%

Economics, Econometrics and Finance

• Arbitrage 100%
• Index Futures 50%
• Time Series 25%
• Stock Index 25%
• Volatility 25%
• Price 25%