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"An Effective Correlation-Based Pair Trading Strategy Using Genetic Algorithms."
Chun-Hao Chen, Wei-Hsun Lai, Tzung-Pei Hong (2021)
- Chun-Hao Chen
, Wei-Hsun Lai
, Tzung-Pei Hong
:
An Effective Correlation-Based Pair Trading Strategy Using Genetic Algorithms. ICCCI 2021: 255-263
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