Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage
In recent years, machine learning algorithms have been successfully employed to leverage the potential of identifying hidden patterns of financial market behavior and, consequently, have become a land of opportunities for financial applications such as algorithmic trading. In this paper, we propose...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2021-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9353479/ |