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.
@inproceedings{Triantafyllopoulos12,
title = {Detecting Mean Reverted Patterns in Statistical Arbitrage},
author = {Kostas Triantafyllopoulos},
year = {2012},
researchr = {https://researchr.org/publication/Triantafyllopoulos12},
cites = {0},
citedby = {0},
booktitle = {ICPRAM 2012 - Proceedings of the 1st International Conference on Pattern Recognition Applications and Methods, Volume 1, Vilamoura, Algarve, Portugal, 6-8 February, 2012},
editor = {Pedro Latorre Carmona and J. Salvador Sánchez and Ana L. N. Fred},
publisher = {SciTePress},
isbn = {978-989-8425-98-0},
}