Bond ETF arbitrage with Machine Learning

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Academic paper

Evolutionary Arbitrage

AuthorsJulio A. Crego; Jens Soerlie Kvaerner; Åvald Åslaugson Sommervoll; Dag Einar Sommervoll; Niek Stevens

Institute
  • Tilburg University
  • University of Oslo
  • Digital infrastructure and security
  • Norwegian University of Life Sciences
  • NTNU Business School
  • Norwegian University of Life Sciences (NMBU)
  • Capital University
  • SIG-i Capital AG

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