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Detecting Mean Reverted Patterns in Statistical Arbitrage

Kostas Triantafyllopoulos. Detecting Mean Reverted Patterns in Statistical Arbitrage. In Pedro Latorre Carmona, J. Salvador Sánchez, Ana L. N. Fred, editors, ICPRAM 2012 - Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods, Volume 1, Vilamoura, Algarve, Portugal, 6-8 February, 2012. SciTePress, 2012.

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