Moraes Sarmento, Simão
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A Machine Learning based Pairs Trading Investment Strategy 

SpringerBriefs in Computational Intelligence
Moraes Sarmento, Simão ; Horta, Nuno C. G. - 1st ed. 2021. . , 2021
 
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A Machine Learning based Pairs Trading Investment Strategy 

SpringerBriefs in Computational Intelligence
Moraes Sarmento, Simão ; Horta, Nuno - 1st ed. 2021 . , 2021
 
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3

Introduction:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
 
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4

Results:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
Moraes Sarmento, Simão ; Horta, Nuno - p. 75-101 , 2020
 
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Proposed Pairs Selection Framework:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
Moraes Sarmento, Simão ; Horta, Nuno - p. 21-35 , 2020
 
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6

Conclusions and Future Work:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
Moraes Sarmento, Simão ; Horta, Nuno - p. 103-104 , 2020
 
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Implementation:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
Moraes Sarmento, Simão ; Horta, Nuno - p. 51-74 , 2020
 
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Pairs Trading—Background and Related Work:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
 
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Proposed Trading Model:

, In: A Machine Learning based Pairs Trading Investment Strategy; SpringerBriefs in Applied Sciences and Technology,
Moraes Sarmento, Simão ; Horta, Nuno - p. 37-49 , 2020
 
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Enhancing a Pairs Trading strategy with the application of ..:

Sarmento, Simão Moraes ; Horta, Nuno
Expert Systems with Applications.  158 (2020)  - p. 113490 , 2020
 
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