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

Yu Ying Chen, Wei Lun Chen, Szu-Hao Huang

研究成果: Conference contribution同行評審

9 引文 斯高帕斯(Scopus)

指紋

深入研究「Developing arbitrage strategy in high-frequency pairs trading with filterbank cnn algorithm」主題。共同形成了獨特的指紋。

Mathematics

Engineering & Materials Science