Stock Index Spot–Futures Arbitrage Prediction Using Machine Learning Models

With the development of quantitative finance, machine learning methods used in the financial fields have been given significant attention among researchers, investors, and traders. However, in the field of stock index spot–futures arbitrage, relevant work is still rare. Furthermore, existing work is...

Descripción completa

Detalles Bibliográficos
Autores principales: Sheng, Yankai, Ma, Ding
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9601484/
https://www.ncbi.nlm.nih.gov/pubmed/37420482
http://dx.doi.org/10.3390/e24101462

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9601484/
https://www.ncbi.nlm.nih.gov/pubmed/37420482
http://dx.doi.org/10.3390/e24101462

Ejemplares similares