JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
A machine-learning approach to pairs trading strategy
Mitusyoshi IMAMURA, Kei NAKAGAWA, Kenichi YOSHIDA
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2017 Volume 2017 Issue FIN-019 Pages 47-

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[in Japanese]
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