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]

@inproceedings{NobregaO13,
  title = {Improving the Statistical Arbitrage Strategy in Intraday Trading by Combining Extreme Learning Machine and Support Vector Regression with Linear Regression Models},
  author = {Jarley Palmeira Nobrega and Adriano Lorena Inácio de Oliveira},
  year = {2013},
  doi = {10.1109/ICTAI.2013.36},
  url = {http://dx.doi.org/10.1109/ICTAI.2013.36},
  researchr = {https://researchr.org/publication/NobregaO13},
  cites = {0},
  citedby = {0},
  pages = {182-188},
  booktitle = {2013 IEEE 25th International Conference on Tools with Artificial Intelligence, Herndon, VA, USA, November 4-6, 2013},
  publisher = {IEEE},
}