Meucci, Andrea (A.A. 2023/2024) Machine learning for trading strategies: insights from a pairs trading case study. Tesi di Laurea in Digital finance, Luiss Guido Carli, relatore Paolo Bonolis, pp. 86. [Master's Degree Thesis]

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Abstract/Index

Theoretical review on machine learning. The rise of AI and ML. ML and its potential in finance. ML for trading strategies. The machine learning flow. Relevant models. Trading analysis and stock prediction. Literature review on pairs trading. Pairs trading. Relevant metrics and tests. Possible uses of ML in pairs trading. Methodology. Dataset. Pairs formation. Metrics and tests. Data frame for labeling. Feature calculation. Splitting the data. Training and evaluation of the models. Case study implementation. Data collection and manipulation. Pairs formation. Metrics and tests. Labeling process. Features. Data partitioning. Training and evaluation. Survey on AI and ML to private bankers.

References

Bibliografia: pp. 83-85.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Digital finance
Thesis Supervisor:	Bonolis, Paolo
Thesis Co-Supervisor:	Casertano, Gaetano
Academic Year:	2023/2024
Session:	Extraordinary
Deposited by:	Alessandro Perfetti
Date Deposited:	10 Jul 2025 12:55
Last Modified:	10 Jul 2025 12:55
URI:	https://tesi.luiss.it/id/eprint/42881

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