Exploring the profitable trading technique by using pairs trading strategy & artificial neural network /
Mehmood, Gohar..
Exploring the profitable trading technique by using pairs trading strategy & artificial neural network / [Thesis or Dissertation] Gohar Mehmood. - Islamabad : COMSATS University Islamabad, 2019. - ix, 99 pages : illustrations ; 30 cm + 1 CD-ROM (4 3/4 in.)
Faheem Aslam, Dr. Supervisor, AP, Management Sciences.
Augmented dickey fuller--Granger causality--Artificial neural network--Features selection
Pairs trading strategy--Cointegration--VECM--Feed-forward neural network--Optimization.
Management Sciences--Financial Management
658 / MEH-E
Exploring the profitable trading technique by using pairs trading strategy & artificial neural network / [Thesis or Dissertation] Gohar Mehmood. - Islamabad : COMSATS University Islamabad, 2019. - ix, 99 pages : illustrations ; 30 cm + 1 CD-ROM (4 3/4 in.)
Faheem Aslam, Dr. Supervisor, AP, Management Sciences.
Augmented dickey fuller--Granger causality--Artificial neural network--Features selection
Pairs trading strategy--Cointegration--VECM--Feed-forward neural network--Optimization.
Management Sciences--Financial Management
658 / MEH-E