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"An Effective Correlation-Based Pair Trading Strategy Using Genetic Algorithms."

Chun-Hao Chen, Wei-Hsun Lai, Tzung-Pei Hong (2021)

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DOI: 10.1007/978-3-030-88081-1_19

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-05

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  dblp key:
  - conf/iccci/ChenLH21
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Chun-Hao Chen, Wei-Hsun Lai, Tzung-Pei Hong:
An Effective Correlation-Based Pair Trading Strategy Using Genetic Algorithms. ICCCI 2021: 255-263

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