Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks

Ariel Neufeld, Julian Sester, Daiying Yin

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Keyphrases