구조적 변화 감지 과정이 포함된 페어트레이딩 알고리듬의 성과분석Analysis of pairs trading algorithm’s performance with implementation of structural changes detection procedure
- Advisors
- 전덕빈researcher; Jun, Duk-Bin
- Description
- 한국과학기술원 : 경영공학과,
- Publisher
- 한국과학기술원
- Issue Date
- 2012
- Identifier
- 488878/325007 / 020103588
- Language
- kor
- Description
학위논문(석사) - 한국과학기술원 : 경영공학과, 2012.2, [ iv, 51 p. ]
- Keywords
롱숏전략; 페어트레이딩; ExpF; 구조적 변화; pairs trading; long/short strategy; ExpF; structural changes; mean reverting process; 평균회귀 과정
- Appears in Collection
- MT-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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