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Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
作者:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
收藏  |  浏览/下载:144/0  |  提交时间:2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
Analysis of multivariate longitudinal data using dynamic lasso-regularized copula models with application to large pediatric cardiovascular studies 期刊论文
JOURNAL OF APPLIED STATISTICS, 2021, 页码: 28
作者:  Zhang, Wei;  Wu, Colin O.;  Ma, Xiaoyang;  Tian, Xin;  Li, Qizhai
收藏  |  浏览/下载:146/0  |  提交时间:2021/10/26
Dynamic copula model  functional parameter  lasso-regularized spline estimator  multivariate longitudinal data  statistical machine learning  time-varying covariate