"Spread Movement Prediction for Pairs Trading with High-Frequency Limit ..."

Chiu-Hung Su et al. (2022)

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DOI: 10.1109/BIGCOMP54360.2022.00023

access: closed

type: Conference or Workshop Paper

metadata version: 2022-03-29

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Chiu-Hung Su, Hsu-Chao Lai, Wen-Yueh Shih, Jun-Zhe Wang, Jiun-Long Huang:
Spread Movement Prediction for Pairs Trading with High-Frequency Limit Order Data. BigComp 2022: 64-71

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