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[Springer Proceedings in Mathematics & Statistics] Mathematical Methodologies in Pattern Recognition and Machine Learning Volume 30 || Detecting Mean-Reverted Patterns in Algorithmic Pairs Trading

Latorre Carmona, Pedro, Sánchez, J. Salvador, Fred, Ana L.N.
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Volume:
10.1007/97
Year:
2013
Language:
english
DOI:
10.1007/978-1-4614-5076-4_9
File:
PDF, 673 KB
english, 2013
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