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Publications by Marcelo Perlin

M of a Kind: A Multivariate Approach at Pairs Trading

SSRN Electronic Journal

English

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Pairs Trading: Performance of a Relative Value Arbitrage Rule

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Pairs Trading With Partial Cointegration

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A Kind of System of Multivariate Variational Inequalities and the Existence Theorem of Solutions

Journal of Inequalities and Applications

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Pairs Trading With Crypto: Evidence From Bitcoin

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Multivariate Latent Risk: A Credibility Approach

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Velocity : A Multivariate Time-Series Approach

Working paper (Federal Reserve Bank of Cleveland)

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Multivariate Latent Risk: A Credibility Approach

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The Flyby Anomaly: A Multivariate Analysis Approach

Astrophysics and Space Science

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A Hybrid ICA-SVM Approach for Determining the Quality Variables at Fault in a Multivariate Process

Mathematical Problems in Engineering

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