Aplicaciones de aprendizaje reforzado para el arbitraje estadístico
Data, Matias;
Aplicaciones de aprendizaje reforzado para el arbitraje estadístico
El objetivo de esta tesis es el de aplicar técnicas de aprendizaje reforzado para generar estrategias de trading basadas en el arbitraje estadístico para el mercado de large cap U.S. Equities. En particular, se analiza si las estrategias obtenidas mejoran a las estrategias presentes en la literatura, tanto en un entorno de simulación como en datos históricos.
Fil: Data, Matias. Universidad de San Andrés. Escuela de Negocios; Argentina.
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selected citations
Citations provided by BIP!
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 0
Average
Average
Average
Green