Detecting data-driven robust statistical arbitrage strategies with deep
neural networks

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Detecting data-driven robust statistical arbitrage strategies with deep neural networks

7 March 2022

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Papers citing "Detecting data-driven robust statistical arbitrage strategies with deep neural networks"

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Title
Neural networks can detect model-free static arbitrage strategies Ariel Neufeld J. Sester 22 1 0 19 Jun 2023
$Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient$ Langevin dynamics based algorithm e-TH $\varepsilon$ O POULA for stochastic optimization problems with discontinuous stochastic gradient Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 66 7 0 24 Oct 2022
Chaotic Hedging with Iterated Integrals and Neural Networks Ariel Neufeld Philipp Schmocker 138 10 0 21 Sep 2022
Markov Decision Processes under Model Uncertainty Ariel Neufeld J. Sester Mario Sikic 78 10 0 13 Jun 2022