Fast Methods for Statistical Arbitrage

Eleftherios Soulas, Dennis E. Shasha. Fast Methods for Statistical Arbitrage. In Minos N. Garofalakis, Johannes Gehrke, Rajeev Rastogi, editors, Data Stream Management - Processing High-Speed Data Streams. Data-Centric Systems and Applications, pages 473-497, Springer, 2016. [doi]

Authors

Eleftherios Soulas

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Dennis E. Shasha

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