逻辑回归与基于动量的交易策略

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学术论文

Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies

作者Patrick Beaudan; Shuoyuan He

机构
  • National Trust
  • Northern Trust (United States)
  • Emotomy
  • Northern Trust Corporation
  • Tulane University
  • Tulane University - A.B. Freeman School of Business

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