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...
| मुख्य लेखक: | |
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| अन्य लेखक: | |
| स्वरूप: | Final Year Project (FYP) |
| भाषा: | English |
| प्रकाशित: |
Nanyang Technological University
2022
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| विषय: | |
| ऑनलाइन पहुंच: | https://hdl.handle.net/10356/156581 |