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"Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning."

Weiguang Han et al. (2023)

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DOI: 10.48550/ARXIV.2304.00364

access: open

type: Informal or Other Publication

metadata version: 2024-03-05

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  - journals/corr/abs-2304-00364
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  - https://dblp.org/rec/journals/corr/abs-2304-00364
Weiguang Han, Jimin Huang, Qianqian Xie, Boyi Zhang, Yanzhao Lai, Min Peng:
Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning. CoRR abs/2304.00364 (2023)

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