An Intelligent Model for Pairs Trading Using Genetic Algorithms

Pairs trading is an important and challenging research area in computational finance, in which pairs of stocks are bought and sold in pair combinations for arbitrage opportunities. Traditional methods that solve this set of problems mostly rely on statistical methods such as regression. In contrast...

Descripción completa

Detalles Bibliográficos
Autores principales: Huang, Chien-Feng, Hsu, Chi-Jen, Chen, Chi-Chung, Chang, Bao Rong, Li, Chen-An
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2015
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4538771/
https://www.ncbi.nlm.nih.gov/pubmed/26339236
http://dx.doi.org/10.1155/2015/939606

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4538771/
https://www.ncbi.nlm.nih.gov/pubmed/26339236
http://dx.doi.org/10.1155/2015/939606

Ejemplares similares