Chulwoo Han, Zhaodong He, Alenson Jun Wei Toh. Pairs trading via unsupervised learning. European Journal of Operational Research, 307(2):929-947, June 2023. [doi]
@article{HanHT23,
title = {Pairs trading via unsupervised learning},
author = {Chulwoo Han and Zhaodong He and Alenson Jun Wei Toh},
year = {2023},
month = {June},
doi = {10.1016/j.ejor.2022.09.041},
url = {https://doi.org/10.1016/j.ejor.2022.09.041},
researchr = {https://researchr.org/publication/HanHT23},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {307},
number = {2},
pages = {929-947},
}