We extend the empirical results published in article "Empirical Evidence on Arbitrage by Changing the Stock Exchange" by means of machine learning and advanced econometric methodologies based on Smooth Transition Regression models and Artificial Neural Networks.
翻译:我们通过机械学习和基于平稳过渡倒退模型和人工神经网络的先进计量经济方法,推广《改变证券交易所导致的对错情况的经验证据》一文中发表的经验结果。