This paper develops a pairs trading strategy via unsupervised learning. Unlike conventional
pairs trading strategies that identify pairs based on return time series, we identify pairs by …

Quantitative trading is an automated trading system in which the trading strategies and
decisions are conducted by a set of mathematical models. Quantitative trading applies a …

Stock market analysis is a very popular area of research. Achieving good prediction in
forecasting the stock markets is a very challenging task. The prediction of the future stock …

Our research investigates the performance of companies from Central and Eastern
European (CEE) countries in the period after the Global Financial Crisis of 2007-2009 with …

Topological data analysis (TDA) is a novel but rigorous framework used to identify the
underlying shape and structure of a huge data set. In this study, we demonstrated how TDA …

This research presents the data-driven modeling method to derive a combined trading
model from the analysis of negative correlations among the top-five active stocks from each …