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Large data sets and machine learning: Applications to statistical arbitrage · Study

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ArticleLarge data sets and machine learning: Applications to statistical arbitrage

Nicolas Huck2019

Article2019

Large data sets and machine learning: Applications to statistical arbitrage

118 citations·0/0 files stored·European Journal of Operational Research

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Financial Markets and Investment Strategies Stock Market Forecasting Methods Risk and Portfolio Optimization

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 2012Business Intelligence and Analytics: From Big Data to Big Impact 2011Big data: The next frontier for innovation, competition, and productivity 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?2017Deep learning with long short-term memory networks for financial market predictions 1990Evidence of Predictable Behavior of Security Returns

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Details

Year2019

Typearticle

Published2019-04-16

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations118

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ejor.2019.04.013

openalex_workW2937013183

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2020

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