Pairs Trading Strategy Optimization Using Proximal Policy Optimization Algorithms

Jan 1, 2023·
Yi-Feng Chen
,
Wen-Yueh Shih
,
Hsu-Chao Lai
,
Hao-Chun Chang
,
Jiun-Long Huang
· 0 min read
Type
Publication
IEEE International Conference on Big Data and Smart Computing, BigComp 2023, Jeju, Republic of Korea, February 13-16, 2023