Pairs trading strategy with unsupervised clustering methods
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...
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| 主要作者: | |
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2020
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/137833 |
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| 機構: | Nanyang Technological University |
| 語言: | English |