Pair Trading with Machine Learning Strategy in China Stock Market.
Lizi ZhangPublished in: ICAIIS (2021)
Keyphrases
- learning strategies
- stock market
- stock exchange
- listed companies
- trading rules
- stock data
- financial markets
- monetary policy
- trading strategies
- stock trading
- trading signals
- trading systems
- foreign exchange
- chinese stock market
- short term
- technical indicators
- stock index
- stock price
- financial time series
- active learning
- online learning
- stock returns
- financial data
- long term
- investment strategies
- financial information
- garch model
- portfolio optimization
- electronic commerce
- market data
- financial news
- distance learning
- stock market data
- transaction costs
- stock index futures