Advanced Signal Filtering for Mean Reversion trading

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Zhichen Xu, Nick B. Firoozye, Andreas Koukorinis, Philip Colin Treleaven, Wilbur Zhu
DOI: 10.2139/ssrn.6225198
Cited by: 0

Fields of Study & Subjects

Stock Market Forecasting Methods Financial Markets and Investment Strategies Stochastic processes and financial applications

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint