Pairs trading via unsupervised learning.
Chulwoo HanZhaodong HeAlenson Jun Wei TohPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- unsupervised learning
- supervised learning
- pairwise
- expectation maximization
- object recognition
- electronic commerce
- semi supervised
- feature selection
- machine learning
- deep architectures
- computer vision
- dimensionality reduction
- artificial intelligence
- financial markets
- trading strategies
- trading systems
- candidate pairs
- model selection
- learning environment
- similarity measure
- feature extraction
- learning algorithm