Statistical arbitrage powered by Explainable Artificial Intelligence

Salvatore Carta, Sergio Consoli, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu. Statistical arbitrage powered by Explainable Artificial Intelligence. Expert Syst. Appl., 206:117763, 2022. [doi]

@article{CartaCPRS22,
  title = {Statistical arbitrage powered by Explainable Artificial Intelligence},
  author = {Salvatore Carta and Sergio Consoli and Alessandro Sebastian Podda and Diego Reforgiato Recupero and Maria Madalina Stanciu},
  year = {2022},
  doi = {10.1016/j.eswa.2022.117763},
  url = {https://doi.org/10.1016/j.eswa.2022.117763},
  researchr = {https://researchr.org/publication/CartaCPRS22},
  cites = {0},
  citedby = {0},
  journal = {Expert Syst. Appl.},
  volume = {206},
  pages = {117763},
}