Search Results

    ArticlesSee all articles results »

    From journals and magazines

    1. Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LTwIxEG7Qg9GDKJqID9IY40UXtu2-MIQEQUKMB5-Jnjbd3a5AFAigv9-Z7pboQQ56bdruY2Znvm2_fkPIiW_7sa2cuuUnEAKdVAoLj_ZYQQzZIwWALqQuex1cv_C7-6DbLpC2OQuDtMo89mcxXUfrvKWWv83aZDCoPdgCkCFHuRcBuNzFE-WAJtCzu53LRTTGhK13Enzfwt75wZmM46WGY9QEZV4VGV6C_ZacVvpmmVWnnW6RjMwNa851NeOcZKsPP8jYRtXxn8-2RTZzgEpbWb9tUlCjElkz_PgSKZo6EDQPCyWy8U3UcIcMOkpNKOpkwjSjjGU-O6evU00um1sA63GJleJ2OLRDrkzG7xSwM-Sn2QVt9JsIgLV-NEwgp9FgPoWg16j1m3Q8ogBY6cPpLXVte5c8da8e2z0rL-hgxSLgcyv2EpF6uiQgwCLmJk7EWQKeAkEFaxgBtFEscpVbh1_8VInAk4goZWonMeAmW-wRyuvc5550gjiQDmMiYqmQIvYdmcAIFZUJMyYM41zmHKttvIWGzzYM0ewhmh3bwOxlcrYYM8lEPpb2do1nhD_MGUIWWjruGNxocQHU9e61bkJs017KuP3J9v84-QFZ5wg49PrQIVmdTz_UUVbgogJ_Dc_tiv4svgDZaRJQ

      by Krauss, Christopher; Do, Xuan Anh and Huck, Nicolas

      European Journal Of Operational Research, Volume 259, Issue 2, pp. 689 - 702

      Journal Article : Full Text Online

      View Article PDF

    2. STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV1NT9wwELUQPdALLRSJpRS5gkuRUhLbayfVCiks2SV8bZvNHjhFtpOUQwVVKf-_M84HIFVIcIkSeaIktsfz7Dy_IWRP-cr6lYg8VcIQKGrNPdza44UWokcNAJ1rl_Y6PL1iP7JwMl4io24vTKMP0S-4oWe48RodXJu7x05-i7QhiFgo9YmyTYiOZuN-GFbKZW4CCIGELV-02qSOxtPf-jQaPUDMHqiyNtJM3pGf3Ts6mvXXhmbSLDg84V93Qo6v_Zz3ZLUFozRues8aWapu1slKt1f57gNJR9eH8zzO03mOugk0zo7SPIunyejg-pB-j9NsTuH6OL2cUsy-nCdTgJffaMO5oPHlMUXZ5dnsbIMsJkk-PvHa5AueRcziWeYLUwPYEQxgUVhHRnKY-lkR2dJw6VeRCaRflr5vtRBGBhJMrbBDqyKjjOGbhLKIKSa1CG2oRRBwE9Rcc6uELuuKV2ZAvnS1X9hWkhwzY_wq-qkJ1ErhamVAdnvb340Qx3-ttrtGLFpnhJIQYJKMmAwH5HNfDG6E_0b0TXV7jzY40x1KATb7rp2eeUpxOkvm7mzrJcYfyVuGoMDxfrbJ8t8_99WnJgnFjuu7cEyOFjvkzUU2WZz_A7Jj7fA

      by Krauss, Christopher

      Journal Of Economic Surveys, Volume 31, Issue 2, pp. 513 - 545

      Journal Article : Full Text Online

      View Article PDF

    3. Large data sets and machine learning: Applications to statistical arbitrage

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LT8MwDI6AA4IDg4HEeClC3FBZ07RLhyakMZgmxIWXBKcoSVM2BAONwu_HTtNpHOAAx0ZO09aW7SafPxNyIEJhQhu3A5GBC4xzxQMs7QlSA9EjhwSdK9f2Or14iK6u035vjvSqWhiEVXrfX_p05639SNN_zebbaNS8CTlkhpBRQwoScs6xiA-yCbTs_tnp1BtjwHYnCUIEKO0LZ0qMl316RU5Q1nZ0p4z_FJzmh26blfuw06-RcfXADnN9VGJOyt2Hb2DsitXxn--2SlZ8gkq7pdwambPjOlms8PF1Uqv6QFDvFupkeYbUcJ1cXyK4nCL0lL7b4p2qcUZfHGbTUt-k4vGYdmdOzmnxSjvDEyxucrzRsL6a6FExAWfXaQ5PNshd__y2Nwh854bAQMJTBIkRecy0UTzKWpFKmMbOCXEijM2tbrWRMiaDnzOd6twkGQzyVmoE10qoMMsTvklo1I5E1FJxalIVM8Y1y7niRsQqA3GrG4RVupLG85ljW41nWQHXniTqV6J-ZRhL0G-DHE7nvJVsHr9KJ5UJyG96kxBufp23D_YyXQAJvAfdS4ljyFAHGSD7ZFt_vPk2WcKrEk-4QxaKyYfdLTtZ7MHvwX1vz9n_F0RuDGo

      by Huck, Nicolas

      European Journal Of Operational Research, Volume 278, Issue 1, pp. 330 - 342

      Journal Article : Full Text Online

      View Article PDF

    See all 1,895 Articles results

    Back to results navigation

    Books & MediaSee all books & media results »

    Books, music, movies and more

    1. Quantitative portfolio management : the art and science of statistical arbitrage

      https://find.library.duke.edu/catalog/DUKE99119346882808501

      Michael Isichenko.

      Book : View Online

      cover thumbnail

    2. An elementary introduction to statistical learning theory

      https://find.library.duke.edu/catalog/DUKE99119521190108501

      Sanjeev Kulkarni, Gilbert Harman.

      Book : View Online

    3. Introduction to statistical methods for financial models

      https://find.library.duke.edu/catalog/DUKE008020576

      Thomas A. Severini.

      Book : View Online

    See all 114 Books & Media results

    Back to results navigation

    Our WebsiteSee all website results »

    Guides, policies, news more

    1. Collections | Duke University Libraries

      https://library.duke.edu/rubenstein/economists/collections

      Common subjects include Marxism and monetary theory, statistical methodology and political economy. 12,375 items, 16.5 linear feet, (...)

    See all 1 website results

    Back to results navigation

    Manuscript Collections

    Find books, manuscripts, and archive materials from Rubenstein Library

    Collection Guides

    Detailed inventories of archival collections

    No Collection Guides results found for Statistical arbitrage

    Try another search »

    Try another search »

    Archival Materials

    Manuscripts and archival materials

    No Archival Materials results found for Statistical arbitrage

    Try another search »

    Try another search »

    Some materials and descriptions may include offensive content. More info

    More Search Options

    Need help? Ask a Librarian!