基于MRA的美股领先-滞后交易策略
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多变量时间序列领先-滞后检测的多参考对齐与股票交易
Danni Shi; Mihai Cucuringu; Jan-Peter Calliess
University of Oxford
Quantitative BioSciences- University of Oxford - Department of Engineering Science
- University of Oxford - Oxford-Man Institute of Quantitative Finance, Students
- University of California, Los Angeles
- The Alan Turing Institute
- University of California, Los Angeles (UCLA) - Department of Mathematics
- University of Oxford - Department of Statistics
- University of Oxford - Oxford-Man Institute of Quantitative Finance
- Oxford-Man Institute of Quantitative Finance
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