Jorge Guijarro-Ordonez

Stochastic control in high-dimensional statistical arbitrage under an Ornstein-Uhlenbeck process

Jorge Guijarro-Ordonez, 2019 .

High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control

Jorge Guijarro-Ordonez, Jorge Guijarro-Ordonez, 2019, Applied Mathematical Finance.

Deep Learning Statistical Arbitrage

Markus Pelger, Greg Zanotti, Jorge Guijarro-Ordóñez, 2021, SSRN Electronic Journal.