List of Articles آربیتراژ آماری

• Open Access Article
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  1 - Market neutral statistical arbitrage strategy by factor models in Tehran stock exchange
  Farimah Mokhatab Rafiei Kamyar Nourbakhsh
• Open Access Article
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  2 - The profitability of pairs trading strategy based on linear state-space models and the Kalman filter in Tehran Stock Exchange
  Mohammad mehdi barahimipour sayyed mohammad reza davoodi
• Open Access Article
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  3 - Statistical Arbitrage Strategy Based on Factor Models of Prices in Iran's stock exchange market
  Farimah Mokhatab Rafiei Kamyar Nourbakhsh
• Open Access Article
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  4 - Pairs trading based on wavelet decomposition
  bahareh zarintaj saeed aghasi forozan baktash
• Open Access Article
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  5 - Optimal Pairs Trading strategy under Statistical Variability of the Spread Process
  Fatemeh Azizzadeh Nasrin Ebadi
• Open Access Article
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  6 - Investigate the Operation of Random forest and Deep neural networks on Statistical Arbitrage Strategy
  alireza Fazlzadeh Jafar Haghigha Faranak Pourkeivan vahid ahmadian