Pairs trading strategy with unsupervised clustering methods

• المؤلف الرئيسي: Toh, Alenson Jun Wei
• مؤلفون آخرون: Heng Kok Hui, John Gerard
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2020
• الموضوعات: Engineering::Aeronautical engineering
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/137833
• المؤسسة: 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...