Year | 2018 |
---|---|
Authors | Szu-Hao Huang ,Chen, Y. Y., Chen, W. L., & Huang, S. H. |
Paper Title | Developing Arbitrage Strategy in High-frequency Pairs Trading with Filterbank CNN Algorithm |
Language | Chinese |
Login Department of Information Management and Finance, NYCU
Year | 2018 |
---|---|
Authors | Szu-Hao Huang ,Chen, Y. Y., Chen, W. L., & Huang, S. H. |
Paper Title | Developing Arbitrage Strategy in High-frequency Pairs Trading with Filterbank CNN Algorithm |
Language | Chinese |