Browsing Faculty of Business by Author "Bayram, M."
Now showing items 1-2 of 2
-
Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework
Bayram, M.; Akat, Muzaffer; Bulkan, S. (IOS Press, 2020)Pairs trading is a widespread market-neutral trading strategy aiming to utilize the relationship between pairs of financial instruments in efficient markets, where predictability of separate asset movements is theoretically ... -
Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy
Bayram, M.; Akat, Muzaffer (Kaunas University of Technology, 2019)Pricing of financial instruments and stock market predictions is a specific and relatively narrow field, which has been mainly explored by mathematicians, economists and financial engineers. Prediction to make profits in ...
Share this page