Online Structural Break Detection for Pairs Trading using Wavelet Transform and Hybrid Deep Learning Model
碩士 === 國立交通大學 === 資訊科學與工程研究所 === 108 === With the mature development in the financial market, numerous people study in arbitrage strategies. Pairs trading is one of the common statistical arbitrage strategies. It first supervises two stocks that move similarly and form a stationary equilibrium with...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5kkcxr |