Spread Movement Prediction for Pairs Trading with High-Frequency Limit Order Data

التفاصيل البيبلوغرافية
العنوان:	Spread Movement Prediction for Pairs Trading with High-Frequency Limit Order Data
المؤلفون:	Su, Chiu-Hung, Lai, Hsu-Chao, Shih, Wen-Yueh, Wang, Jun-Zhe, Huang, Jiun-Long
المصدر:	2022 IEEE International Conference on Big Data and Smart Computing (BigComp) BIGCOMP Big Data and Smart Computing (BigComp), 2022 IEEE International Conference on. :64-71 Jan, 2022
Relation:	2022 IEEE International Conference on Big Data and Smart Computing (BigComp)
قاعدة البيانات:	IEEE Xplore Digital Library