Determination of Optimal Threshold for Pairs Trading Using Hierarchical Machine Learning Methods

KAYA SOYLU P., Uçar B., BAĞCI M.

6th International Congress of Applied Statistics, Ankara, Turkey, 14 May 2025, no.1187, (Full Text)

• Publication Type: Conference Paper / Full Text
• City: Ankara
• Country: Turkey
• Marmara University Affiliated: Yes