Detecting data-driven robust statistical arbitrage strategies with deep neural networks.

Ariel Neufeld Julian Sester Daiying Yin

Published in: CoRR (2022)

Keyphrases

data driven
robust statistical
neural network
robust estimation
hypothesis testing
pattern recognition
segmentation method
robust estimator
image processing
image segmentation
multiscale
video sequences
anisotropic diffusion
energy function
robust statistics