Statistical arbitrage: factor investing approach.

Erdinc Akyildirim Ahmet Göncü Alper A. Hekimoglu Duc Khuong Nguyen Ahmet Sensoy

Published in: OR Spectr. (2023)

Keyphrases

portfolio management
data driven
statistical models
wide range
long term
information systems
database
statistical analysis
social networks
information theoretic
information theory
neural network
database systems
mutual information
short term
stock price
hypothesis testing