Pairs trading and outranking: The multi-step-ahead forecasting caseNicolas Huck2010-07-07articleEuropean Journal of Operational Research133 citationsclosedNo readable copy stored yet — this record is metadata only.Stock Market Forecasting MethodsFinancial Markets and Investment StrategiesForecasting Techniques and ApplicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 133 citations exist upstream.References1987Co-Integration and Error Correction: Representation, Estimation, and Testing1988Statistical analysis of cointegration vectors1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.1985Does the Stock Market Overreact?2005Multiple Criteria Decision Analysis: State of the Art Surveys1998Forecasting with artificial neural networks:1977Decisions with Multiple Objectives—Preferences and Value TradeoffsCited by2019Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting2014Pairs trading and selection methods: is cointegration superior?2023Reimagining multi-criterion decision making by data-driven methods based on machine learning: A literature review2016Generalized exponential moving average (EMA) model with particle filtering and anomaly detection2021Forecasting spot prices of agricultural commodities in India: Application of deep‐learning models2022Mean–variance portfolio optimization with deep learning based-forecasts for cointegrated stocks2017Pairs trading with partial cointegration2019Statistical Arbitrage in Cryptocurrency Markets