£52.96

Springer A Machine Learning based Pairs Trading Investment Strategy (SpringerBriefs in Applied Sciences and Technology)

Price data last checked 14 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

New to our records — first sighting 24 days ago. We'll learn its rhythm.

24 days of data · current price £53

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 11 days · 11 data points (no recent data)

Historical
Generating forecast…
£59.97 £52.26 £53.94 £55.62 £57.31 £58.99 £60.67 01 July 2026 03 July 2026 06 July 2026 08 July 2026 11 July 2026

Price Distribution

Price distribution over 11 days • 3 price levels

Days at Price
Current Price
1 day · current 5 days 5 days 0 1 3 4 5 £53 £56 £60 Days at Price

Price Analysis

Most common price: £56 (5 days, 45.5%)

Price range: £53 - £60

Price levels: 3 different prices over 11 days

Description

This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs. It also proposes the integration of an unsupervised learning algorithm, OPTICS, to handle problem (i), and demonstrates that the suggested technique can outperform the common pairs search methods, achieving an average portfolio Sharpe ratio of 3.79, in comparison to 3.58 and 2.59 obtained using standard approaches. For problem (ii), the authors introduce a forecasting-based trading model capable of reducing the periods of portfolio decline by 75%. However, this comes at the expense of decreasing overall profitability. The authors also test the proposed strategy using an ARMA model, an LSTM and an LSTM encoder-decoder.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
14 July 2020
Listed Since
01 April 2020

Barcode

No barcode data available

Similar Products You Might Like

Algorithmic Trading Hands-On Approach Using Python
96% match

Algorithmic Trading Hands-On Approach Using Python

£61.74 16 Jul 2026
Technical Analysis for Algorithmic Pattern Recognition
96% match

Technical Analysis for Algorithmic Pattern Recognition

Springer

£87.89 20 Jun 2026
Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB
96% match

Statistically Sound Machine Learning for Algorithmic Trading of Financial Instruments: Developing Predictive-Model-Based Trading Systems Using TSSB

CREATESPACE

£78.40 18 Jun 2026
Technical Analysis for Algorithmic Pattern Recognition
96% match

Technical Analysis for Algorithmic Pattern Recognition

Springer

£89.83 20 Jun 2026
Algorithmic Trading: Winning Strategies and Their Rationale: 625 (Wiley Trading)
96% match

Algorithmic Trading: Winning Strategies and Their Rationale: 625 (Wiley Trading)

Wiley

£24.49 23 Jun 2026
World Scientific Essays On Trading Strategy - Finance Series
96% match

World Scientific Essays On Trading Strategy - Finance Series

World Scientific Publishing Company

£31.27 25 Jul 2026
Kaufman Constructs Trading Systems
96% match

Kaufman Constructs Trading Systems

£51.68 18 Jun 2026
Cambridge Deep Learning in Quantitative Trading Book
96% match

Cambridge Deep Learning in Quantitative Trading Book

Cambridge University Press

£54.59 03 Jul 2026
Long-Term Secrets to Short-Term Trading: 499 (Wiley Trading)
96% match

Long-Term Secrets to Short-Term Trading: 499 (Wiley Trading)

Wiley

£45.39 11 Jul 2026
Python for Algorithmic Trading: From Idea to Cloud Deployment
96% match

Python for Algorithmic Trading: From Idea to Cloud Deployment

O'Reilly

£44.49 18 Jun 2026
Full stack Expert Advisor Programming For Meta trader 5: Learn How to Develop the Perfect Trading Algorithm for Gold /Forex Market
96% match

Full stack Expert Advisor Programming For Meta trader 5: Learn How to Develop the Perfect Trading Algorithm for Gold /Forex Market

£55.32 25 Jun 2026
The Backtesting Masterclass: Build, Validate, and Optimize with Python: Ideas are cheap. Verified performance is priceless.
96% match

The Backtesting Masterclass: Build, Validate, and Optimize with Python: Ideas are cheap. Verified performance is priceless.

£41.17 02 Jul 2026
Machine Learning for Algorithmic Trading - Second Edition: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python
95% match

Machine Learning for Algorithmic Trading - Second Edition: Predictive models to extract signals from market and alternative data for systematic trading strategies with Python

Packt Publishing

£59.98 08 Jul 2026
Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning
95% match

Quantitative Trading Strategies Using Python: Technical Analysis, Statistical Testing, and Machine Learning

Apress

£36.60 11 Jul 2026
Online Portfolio Selection: Principles and Algorithms
95% match

Online Portfolio Selection: Principles and Algorithms

CRC Press

£110.00 29 Jun 2026
Statistical Arbitrage in Algorithmic Trading: Stationarity, Cointegration, and Mean-Reverting Stochastic Processes With Python (Computational Mathematics Library)
95% match

Statistical Arbitrage in Algorithmic Trading: Stationarity, Cointegration, and Mean-Reverting Stochastic Processes With Python (Computational Mathematics Library)

Price unavailable
The Evaluation and Optimization of Trading Strategies: 314 (Wiley Trading)
95% match

The Evaluation and Optimization of Trading Strategies: 314 (Wiley Trading)

Wiley

£54.85 18 Jun 2026
Day Trade With AI: Theoretical foundations for discretionary, algorithmic, and diversified trading with AI
95% match

Day Trade With AI: Theoretical foundations for discretionary, algorithmic, and diversified trading with AI

£44.17 02 Jul 2026
Python for Algorithmic Trading Cookbook: Recipes for designing, building, and deploying algorithmic trading strategies with Python
95% match

Python for Algorithmic Trading Cookbook: Recipes for designing, building, and deploying algorithmic trading strategies with Python

Packt Publishing

£44.99 17 Jun 2026
Wiley Machine Learning and Big Data with kdb+/q Book
95% match

Wiley Machine Learning and Big Data with kdb+/q Book

Wiley

£58.94 25 Jul 2026
Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk)
95% match

Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk)

Cambridge University Press

£54.14 11 Jul 2026
The Use of Technical and Fundamental Analysis in the Stock Market in Emerging and Developed Economies (0)
95% match

The Use of Technical and Fundamental Analysis in the Stock Market in Emerging and Developed Economies (0)

emerald PUBLISHING

£36.60 17 Jun 2026