T. N. Li

Identifiers

• name variant T. N. Li 0.60 · backfill

Papers (3)

1. Optimal Pairs Trading with Time-Varying Volatility math.OC · 2021 · author #1
2. Trading Signals In VIX Futures q-fin.CP · 2021 · author #2
3. Statistical Arbitrage for Multiple Co-Integrated Stocks q-fin.PM · 2019 · author #1

Mentions

• 1908.02164 #1 · arxiv_oai · confidence 0.70 T. N. Li
• 2103.02016 #2 · arxiv_oai · confidence 0.70 T. N. Li
• 2111.02834 #1 · arxiv_oai · confidence 0.70 T. N. Li

Frequent Coauthors

• A. Papanicolaou 2 shared papers
• A. Tourin 1 shared papers
• G. Wang 1 shared papers
• M. Avellaneda 1 shared papers