"Detecting data-driven robust statistical arbitrage strategies with deep ..."

Ariel Neufeld, Julian Sester, Daiying Yin (2022)

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DOI: 10.48550/ARXIV.2203.03179

access: open

type: Informal or Other Publication

metadata version: 2022-03-16

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  - journals/corr/abs-2203-03179
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  - https://dblp.org/rec/journals/corr/abs-2203-03179
Ariel Neufeld, Julian Sester, Daiying Yin:
Detecting data-driven robust statistical arbitrage strategies with deep neural networks. CoRR abs/2203.03179 (2022)

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