dml224/GBS_STAT_ARB: GBS for Statistical Arbitrage

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: Dayne Marcus Lopena
DOI: 10.5281/zenodo.18890167
Cited by: 0

Abstract

This version includes some raw and processed data, and coding building blocks that guide users to make a start on applying graph clustering algorithms in a dynamic trading portfolio.

Fields of Study & Subjects

Financial Markets and Investment Strategies Stock Market Forecasting Methods Risk and Portfolio Optimization

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
6 March 2026
Language
EN