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"Improving the Statistical Arbitrage Strategy in Intraday Trading by ..."

Jarley Palmeira Nóbrega, Adriano Lorena Inácio de Oliveira (2013)

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DOI: 10.1109/ICTAI.2013.36

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
  - conf/ictai/NobregaO13
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  persistent URL:
  - https://dblp.org/rec/conf/ictai/NobregaO13
Jarley Palmeira Nóbrega, Adriano Lorena Inácio de Oliveira:
Improving the Statistical Arbitrage Strategy in Intraday Trading by Combining Extreme Learning Machine and Support Vector Regression with Linear Regression Models. ICTAI 2013: 182-188

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