"A new investment method for statistical arbitrage using eigendecomposition ..."

Daisuke Yoshikawa (2023)

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DOI: 10.1109/IIAI-AAI59060.2023.00130

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type: Conference or Workshop Paper

metadata version: 2024-01-18

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Daisuke Yoshikawa:
A new investment method for statistical arbitrage using eigendecomposition to generate stationarity. IIAI-AAI 2023: 663-666

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