"Statistical arbitrage in the stock markets by the means of multiple time ..."

Federico Gatta et al. (2023)

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DOI: 10.1007/S00521-023-08313-6

access: open

type: Journal Article

metadata version: 2023-09-12

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Federico Gatta, Carmela Iorio, Diletta Chiaro, Fabio Giampaolo, Salvatore Cuomo:
Statistical arbitrage in the stock markets by the means of multiple time horizons clustering. Neural Comput. Appl. 35(16): 11713-11731 (2023)

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