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Multi-strategy modified sparrow search algorithm for hyperparameter optimization in arbitrage prediction models

Published in ICPSR Data Holdings • Jan 1, 2024
NobleIDNI7P61W19R54S05
Authors:
Shenjie Cheng

Abstract

The data comes from the real spread data of rebar and hot coil futures in the Chinese futures market. The time span is from December 4, 2020 to March 15, 2023, with a total of 184529 sets of data.

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