ArXiv
Finance
Statistical Arbitrage Optimization: The research combines quantitative and machine learning techniques to enhance a statistical arbitrage strategy, resulting in improved returns and lower transaction costs. (2024-06-15, shares: 8)
Neural Implied Volatility Smoothing: A novel method for smoothing implied volatility using neural operators is pr…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.