Enhancing a Pairs Trading strategy with the application of Machine Learning

Sarmento, S. ; Horta, N.

Expert Systems with Applications Vol. 158, Nº , pp. 113490 - 113490, November, 2020.

ISSN (print): 0957-4174
ISSN (online):

Journal Impact Factor: 2,249 (in 2014)

Digital Object Identifier: 10.1016/j.eswa.2020.113490

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