Robert Ślepaczuk
- Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
2024/06/15 by Adam Korniejczuk, Korniejczuk, Adam, Robert Ślepaczuk +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)