PIOTR S. VOLKOV; AISHA N. MENSAH. A Hybrid Volatility-Driven Statistical Arbitrage Framework: Integrating Advanced Time-Series Econometrics and Machine Learning for Enhanced Stock Market Trend Prediction. International journal of data science and machine learning, [S. l.], v. 5, n. 02, p. 258–268, 2025. Disponível em: https://www.academicpublishers.org/journals/index.php/ijdsml/article/view/7460.. Acesso em: 11 aug. 2026.