Price spread prediction in high-frequency pairs trading using deep learning architectures
Authors:
- Jyh-Hwa LiouJLJyh-Hwa Liou
- Yun-Ti LiuYLYun-Ti Liu
- Li-Chen ChengLCLi-Chen Cheng
- 15 November 2024
- journal article
- research article
- Published by Elsevier in International Review of Financial Analysis
- Vol. 96
Abstract
No abstract availableKeywords
Funding Information
- National Science and Technology Council (109-2410-H-027-009-MY2, 110-2622-H-027-001, 111-2410-H-027-011-MY3)
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