Algorithmic pairs trading with expert inputs, a fuzzy...

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Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework

Bayram, Mehmet, Akat, Muzaffer, Bulkan, Serol
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Journal:
Journal of Intelligent & Fuzzy Systems
DOI:
10.3233/JIFS-179442
Date:
September, 2019
File:
PDF, 471 KB
2019
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