Now showing items 1-2 of 2

    • An adaptive econometric system for statistical arbitrage 

      Visagie, Gabriel Jan Andries (North-West University (South Africa) , Potchefstroom Campus, 2017)
      This dissertation suggests an adaptive system that could be used for the detection and exploitation of statistical arbitrage opportunities. Statistical arbitrage covers a variety of investment strategies that are based on ...
    • An adaptive econometric system for statistical arbitrage 

      Visagie, Gabriel Jan Andries (North-West University (South Africa) , Potchefstroom Campus, 2017)
      This dissertation suggests an adaptive system that could be used for the detection and exploitation of statistical arbitrage opportunities. Statistical arbitrage covers a variety of investment strategies that are based on ...