A Study of Statistical Arbitrage Models Using Genetic Algorithms
碩士 === 國立高雄大學 === 資訊工程學系碩士班 === 105 === In this study, we propose a more generalized pairs-trading model to improve the genetic-based methods previously reported for the research area of statistical arbitrage. The generalization of the model stems from the application of the GA-based searching schem...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/g7966x |