³¢§»¸t (KUO, HENG-SHENG)
Higher Education
Master ,
Institute of Finance
,
National Chiao Tung University
Thesis:
Refining Pairs Trading with Reverse Cumsum and Convergence of Cointegration Vectors Measured in Frobenius Norms
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
Discussion-of-VECM-and-Cointegration-Tests
Kalman-Filter-and-EM-Algorithm-Approach
The convergence of stationary process and the pair trading performance
Progress Report 20210831
