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"Developing Arbitrage Strategy in High-frequency Pairs Trading with ..."

Yu-Ying Chen, Wei-Lun Chen, Szu-Hao Huang (2018)

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DOI: 10.1109/AGENTS.2018.8459920

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
  - conf/ica2/ChenCH18a
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Yu-Ying Chen, Wei-Lun Chen, Szu-Hao Huang:
Developing Arbitrage Strategy in High-frequency Pairs Trading with Filterbank CNN Algorithm. ICA 2018: 113-116

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