Mamba or transformer for time series forecasting? mixture of universals (mou) is all you need
S Peng, Y Xiong, Y Zhu, Z Shen - arXiv preprint arXiv:2408.15997, 2024 - arxiv.org
Time series forecasting requires balancing short-term and long-term dependencies for
accurate predictions. Existing methods mainly focus on long-term dependency modeling …
accurate predictions. Existing methods mainly focus on long-term dependency modeling …
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
A Korniejczuk, R Ślepaczuk - arXiv preprint arXiv:2406.10695, 2024 - arxiv.org
The study seeks to develop an effective strategy based on the novel framework of statistical
arbitrage based on graph clustering algorithms. Amalgamation of quantitative and machine …
arbitrage based on graph clustering algorithms. Amalgamation of quantitative and machine …