Structural break-aware pairs trading strategy using deep reinforcement learning

Jan 1, 2022·
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
· 0 min read
Type
Publication
J. Supercomput.