Work

Pairs trading via unsupervised learning

Year: 2022

Type: article

Source: European Journal of Operational Research

DOI: 10.1016/j.ejor.2022.09.041

Authors: Chulwoo Han, Zhaodong He, Alenson Jun Wei Toh

Institutions: Sungkyunkwan University, Durham University, Nanyang Technological University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4302362891

FWCI: 4.761

Cites: 67

Cited by: 35

Related to: 10