Pair Trading with an Ontology of SEC Financial Reports

Erten, Can, Chotai, Neel and Kazakov, Dimitar Lubomirov (2020) Pair Trading with an Ontology of SEC Financial Reports. In: The 2020 IEEE Symposium Series on Computational Intelligence:IEEE Symposium on Computational Intelligence for Financial Engineeting and Economics (CIFEr 2020). .



Keywords: Pair trading, cointegration, ontologies, SEC financial reports
  • Accepted: 19 September 2020
  • Published: 1 December 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Computer Science (York)
Depositing User: Pure (York)
Date Deposited: 18 Dec 2020 09:30
Last Modified: 02 Dec 2022 01:27
Status: Published
Refereed: No


Filename: Erten_Chotai_Kazakov_CIFEr2020.pdf

Description: Erten-Chotai-Kazakov-CIFEr2020

Licence: CC-BY-NC-ND 2.5

Filename: Financial_Ontology_Algorithms.pdf

Description: Financial_Ontology_Algorithms

Licence: CC-BY-NC-ND 2.5

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