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Research article

First published 2021-09

Statistical Arbitrage and Information Flow in an Electricity Balancing Market

Derek W. Bunn, Stefan O.E. Kermer

The Energy Journal

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Research article

First published 2017-11

Risk control of mean-reversion time in statistical arbitrage

Joongyeub Yeo, George Papanicolaou

Risk and Decision Analysis

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Research article

First published 2020-01-09

Algorithmic pairs trading with expert inputs,a fuzzy statistical arbitrage framework

Mehmet Bayram, Muzaffer Akat, Serol Bulkan

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2018-8

Statistical Arbitrage Strategies under Different Market Conditions: The Case of the Greek Banking Sector

Emmanouil Mavrakis, Christos Alexakis

Journal of Emerging Market Finance

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Research article

First published 2005-06

The Profitability of Merger Arbitrage: Some Australian Evidence

Krishnan Maheswaran, Soon Chin Yeoh

Australian Journal of Management

Open access

Research article

First published 2020-2

Model migration and rough edges: British actuaries and the ontologies of modelling

Arjen van der Heide

Social Studies of Science

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Research article

First published 2020-10-21

Application of machine learning algorithm and static model of interest rate curve in futures analysis

Yuan Zhang

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2018

Cryptoasset factor models

Zura Kakushadze

Algorithmic Finance

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Research article

First published 2008-10

Evidence of Betting Market Intraseason Efficiency and Interseason Overreaction to Unexpected NFL Team Performance 1988-2006

Steven G. Sapra

Journal of Sports Economics

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Research article

First published 1986-06

Arbitrage Pricing,Factor Structure,Eigenvectors and all That—An Exposition

Bernd P. Luedecke

Australian Journal of Management

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