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…