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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy

Published Online: 2021-11-19

Published Print: 2022-10

Authors

Zhan, Baoqiang https://orcid.org/0000-0003-0812-6292
Zhang, Shu

Du, Helen S.

Yang, Xiaoguang
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71532013)

National Natural Science Foundation of China (71431008)

National Natural Science Foundation of China (71572050)
License Information

Text and Data Mining valid from 2021-11-19

Version of Record valid from 2021-11-19
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Article History

Accepted: 17 July 2021

First Online: 19 November 2021

Declarations

:

: All authors declare that they have no conflict of interest.

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