Aug 17, 2021 · In this paper, we design a two-phase pairs trading strategy optimization framework, namely structural break-aware pairs trading strategy (SAPT), by leveraging ...
A two-phase pair trading strategy optimization framework, namely structural break-aware pairs trading strategy (SAPT), which outperforms the ...
In this paper, we design a two-phase pairs trading strategy optimization framework, namely structural break-aware pairs trading strategy (SAPT), by leveraging ...
Oct 22, 2024 · In this paper, we design a two-phase pairs trading strategy optimization framework, namely structural break-aware pairs trading strategy (SAPT), ...
May 16, 2024 · "Structural break‑aware pairs trading strategy using deep reinforcement learning" This paper presents a novel pairs trading strategy ...
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In this study, we propose an optimized pairs-trading strategy using deep reinforcement learning—particularly with the deep Q-network—utilizing various trading ...
Pairs trading is an effective statistical arbitrage strategy considering the spread of paired stocks in a stable cointegration relationship.
Title, Structural Break-aware Pairs Trading Strategy Using Deep Reinforcement Learning Volume 13 of 數據科學與工程研究所(交大) - 碩士論文; 2020 ; Author, 呂京祐.
This study proposes an optimized pairs-trading strategy using deep reinforcement learning—particularly with the deep Q-network—utilizing various trading and ...
Oct 22, 2024 · As a result, we propose a novel deep Q-network structural break-aware deep Q-network (SADQN) with a transaction cost-aware objective function ...