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Pair trading strategy with Dynamic time warping clustering

조풍진

ConferenceIssue Date2022Citation한국산업경영시스템학회Publisher한국산업경영시스템학회Place제주신화호텔
KCI
한국 주식시장에서의 군집화 기반 페어트레이딩 포트폴리오 투자 연구Go to Link

조풍진; 이민혁; 송재욱

ArticleIssue Date2022Citation산업경영시스템학회지, v.45, no.3, pp 123 - 130Publisher한국산업경영시스템학회
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