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"Structural break-aware pairs trading strategy using deep reinforcement ..."

Jing-You Lu et al. (2022)

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DOI: 10.1007/S11227-021-04013-X

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - journals/tjs/LuLSCHCWHD22
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  - https://dblp.org/rec/journals/tjs/LuLSCHCWHD22
Jing-You Lu, Hsu-Chao Lai, Wen-Yueh Shih, Yi-Feng Chen, Shen-Hang Huang, Hao-Han Chang, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai:
Structural break-aware pairs trading strategy using deep reinforcement learning. J. Supercomput. 78(3): 3843-3882 (2022)

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