Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading

Namhyoung Kim, Yosep Na, Jae Wook Song. Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 405-412, ACM, 2025. [doi]

Abstract

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