magistrsko delo
Žiga Sedovnik (Author), Matjaž Omladič (Mentor), Boris Cergol (Co-mentor)

Abstract

Pregled strategij statistične arbitraže

Keywords

statistična arbitraža;trgovalne strategije;slučajni gozd;strojno učenje v financah;

Data

Language: Slovenian
Year of publishing:
Typology: 2.09 - Master's Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [Ž. Sedovnik]
UDC: 519.22
COBISS: 17716313 Link will open in a new window
Views: 729
Downloads: 461
Average score: 0 (0 votes)
Metadata: JSON JSON-RDF JSON-LD TURTLE N-TRIPLES XML RDFA MICRODATA DC-XML DC-RDF RDF

Other data

Secondary language: English
Secondary title: Overview of statistical arbitrage strategies
Secondary keywords: statistical arbitrage;trading strategies;random forest;
Type (COBISS): Master's thesis/paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 2. stopnja
Pages: XIII, 95 f.
ID: 10911014