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Statistical arbitrage in the stock markets by the means of multiple time horizons clustering.
Federico Gatta
Carmela Iorio
Diletta Chiaro
Fabio Giampaolo
Salvatore Cuomo
Published in:
Neural Comput. Appl. (2023)
Keyphrases
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stock market
stock price
financial markets
clustering algorithm
trading rules
k means
financial time series
clustering method
short term
stock exchange
financial news
stock data
monetary policy
training samples
data mining
topic detection
stock market data