Deep Learning Statistical Arbitrage
Jorge Guijarro-Ordonez; Markus Pelger; Greg Zanotti
- Published
- Publisher
- Institute for Operations Research and the Management Sciences (INFORMS)
- Journal / collection
- Management Science
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1287/mnsc.2022.03132
The original publisher provides the full text and its access options.
Cite this source
Jorge Guijarro-Ordonez; Markus Pelger; Greg Zanotti. Deep Learning Statistical Arbitrage. Management Science. 2026-09. https://doi.org/10.1287/mnsc.2022.03132