Pairs trading strategy with unsupervised clustering methods

• Main Author: Toh, Alenson Jun Wei
• Other Authors: Heng Kok Hui, John Gerard
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Engineering::Aeronautical engineering
• Online Access: https://hdl.handle.net/10356/137833
• Institution: Nanyang Technological University

Machine learning has been gaining momentum and has been applied in various fields including finance in recent years. Most financial application of machine learning are used for predictive tasks, such as predicting returns or risk, which can be easily converted into supervised learning or reinforceme...