郭宏聖 (KUO, HENG-SHENG)

Higher Education

Master , Institute of Finance, National Chiao Tung University

Thesis: Refining Pairs Trading with Reverse Cumsum and Convergence of Cointegration Vectors Measured in Frobenius Norms

Adviser: Prof. Tian-Shyr, Dai

Talks and Presentations

Discussion-of-VECM-and-Cointegration-Tests

Kalman-Filter-and-EM-Algorithm-Approach

The convergence of stationary process and the pair trading performance

Progress Report 20210831