Improving the Statistical Arbitrage Strategy in Intraday Trading by Combining Extreme Learning Machine and Support Vector Regression with Linear Regression Models

Jarley Palmeira Nobrega, Adriano Lorena Inácio de Oliveira. Improving the Statistical Arbitrage Strategy in Intraday Trading by Combining Extreme Learning Machine and Support Vector Regression with Linear Regression Models. In 2013 IEEE 25th International Conference on Tools with Artificial Intelligence, Herndon, VA, USA, November 4-6, 2013. pages 182-188, IEEE, 2013. [doi]

Authors

Jarley Palmeira Nobrega

This author has not been identified. Look up 'Jarley Palmeira Nobrega' in Google

Adriano Lorena Inácio de Oliveira

This author has not been identified. Look up 'Adriano Lorena Inácio de Oliveira' in Google