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Spread Movement Prediction for Pairs Trading with High-Freq..:

, In: 2022 IEEE International Conference on Big Data and Smart Computing (BigComp),
Su, Chiu-Hung ; Lai, Hsu-Chao ; Shih, Wen-Yueh.. - p. 64-71 , 2022
Link: https://doi.org/10.1109/BigComp54360.2022.00023