Machine learning in pair trading

This research seeks to develop and compare traditional threshold methods and machine learning models applied in pair trading of stocks. Unsupervised machine learning firstly segments stocks into different clusters based on stocks’ return and volatility profile. Stock pairs would be filtered ou...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Wang, Guanlan
अन्य लेखक: Bo An
स्वरूप: Final Year Project (FYP)
भाषा:English
प्रकाशित: Nanyang Technological University 2022
विषय:
ऑनलाइन पहुंच:https://hdl.handle.net/10356/156581