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Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks.

Ariel NeufeldJulian SesterDaiying Yin
Published in: SIAM J. Financial Math. (2024)
Keyphrases
  • data driven
  • robust statistical
  • neural network
  • robust estimation
  • hypothesis testing
  • pattern recognition
  • least squares
  • segmentation method
  • robust statistics
  • image processing
  • multiscale
  • pairwise