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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Bibliographic Details
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:
Online Access:https://hdl.handle.net/10356/137833
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Institution: Nanyang Technological University
Language: English
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