Quant Letter: March 2024, Week-3
Weekly (38th Edition)
ArXiv
Finance
Reinforcement Learning for Arbitrage: The study presents a new framework for statistical arbitrage that uses reinforcement learning to optimize asset coefficients and identify the best mean reversion strategies. (2024-03-18, shares: 6)
Deep Learning for Order Book Forecasting: The research applies deep learning techniques to predict mid-price…
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