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Journal: Appl. Sci., 2024
Volume: 14
Number: 3798
Article:
Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads
Authors:
by
Sensen Tu, Panke Qin, Mingfu Zhu, Zeliang Zeng, Shenjie Cheng and Bo Ye
Link:
https://www.mdpi.com/2076-3417/14/9/3798
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