Pairs trading on different portfolios based on machine learning.
Victor ChangXiaowen ManQianwen XuChing-Hsien HsuPublished in: Expert Syst. J. Knowl. Eng. (2021)
Keyphrases
- machine learning
- financial markets
- machine learning methods
- portfolio selection
- learning algorithm
- computer vision
- decision trees
- reinforcement learning
- artificial intelligence
- machine learning and data mining
- learning systems
- electronic commerce
- machine learning algorithms
- explanation based learning
- computational biology
- data mining
- transaction costs
- knowledge acquisition
- inductive learning
- text classification
- computational intelligence
- text mining
- pairwise
- statistical methods
- kernel methods
- supervised learning
- information extraction
- long term
- trading systems
- data analysis
- computer science
- foreign exchange