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Pregled strategij statistične arbitraže : magistrsko delo
ID Sedovnik, Žiga (Author), ID Omladič, Matjaž (Mentor) More about this mentor... This link opens in a new window, ID Cergol, Boris (Co-mentor)

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MD5: 5FDB56FDBDC4CDE4CF7A15F0C1F68CC0
PID: 20.500.12556/rul/47936a4f-de30-44ed-b8bf-6497e05c6bea

Language:Slovenian
Keywords:statistična arbitraža, trgovalne strategije, slučajni gozd, strojno učenje v financah
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[Ž. Sedovnik]
Year:2016
Number of pages:XIII, 95 f.
PID:20.500.12556/RUL-96791 This link opens in a new window
UDC:519.22
COBISS.SI-ID:17716313 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1172
Downloads:488
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Secondary language

Language:English
Title:Overview of statistical arbitrage strategies
Keywords:statistical arbitrage, trading strategies, random forest

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