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Basic Sciences and Enabling Technologies
Optimization of a Statistical Arbitrage Strategy using the Genetic Algorithm
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Basic Sciences and Enabling Technologies
CONCLUDED MSC THESIS
Optimization of a Statistical Arbitrage Strategy using the Genetic Algorithm
Antonio Pedro De Oliveira Alcobia Vassalo Lourenço
Supervisors:
Rui Fuentecilla Maia Ferreira Neves
University:
Instituto Superior Técnico
Keywords:
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