首页|Universidade Presbiteriana Mackenzie Researcher Details Research in Machine Lear ning (Machine Learning-Enhanced Pairs Trading)
Universidade Presbiteriana Mackenzie Researcher Details Research in Machine Lear ning (Machine Learning-Enhanced Pairs Trading)
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By a News Reporter-Staff News Editor at Robotics & Machine Learning Daily News Daily News – Researchers detail new data in artific ial intelligence. According to news reporting from Sao Paulo, Brazil, by NewsRx journalists, research stated, “Forecasting returns in financial markets is notor iously challenging due to the resemblance of price changes to white noise.” Funders for this research include Capes/print-brazil; Nyu Wireless. Our news correspondents obtained a quote from the research from Universidade Pre sbiteriana Mackenzie: “In this paper, we propose novel methods to address this c hallenge. Employing high-frequency Brazilian stock market data at one-minute gra nularity over a full year, we apply various statistical and machine learning alg orithms, including ARIMA, Bidirectional Long Short-Term Memory (BiLSTM) with att ention, Transformers, N-BEATS, N-HiTS, Convolutional Neural Networks (CNNs), and Temporal Convolutional Networks (TCNs) to predict changes in the price ratio of closely related stock pairs. Our findings indicate that a combination of revers ion and machine learning-based forecasting methods yields the highest profit-per -trade.”
Universidade Presbiteriana MackenzieSa o PauloBrazilSouth AmericaCyborgsEmerging TechnologiesMachine Learning
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