Applications of Pairs Trading and Machine Learning in Taiwan Stock Market
碩士 === 國立政治大學 === 金融學系 === 106 === This paper used the statistic arbitrage pairs trading method according to Vidyamurthy (2004) and other papers based on this book. This paper followed papers to conduct empirical research on Taiwan stock market. The models used in this paper is two-steps cointegrati...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/r2d8xw |