Stock Index Spot–Futures Arbitrage Prediction Using Machine Learning Models
Sign Up to like & getrecommendations! Published in 2022 at "Entropy"
DOI: 10.3390/e24101462
Abstract: With the development of quantitative finance, machine learning methods used in the financial fields have been given significant attention among researchers, investors, and traders. However, in the field of stock index spot–futures arbitrage, relevant work… read more here.
Keywords: spot futures; machine learning; futures arbitrage; arbitrage ... See more keywords