Structural break-aware pairs trading strategy using deep reinforcement learning

por Lu, Jing-You, Lai, Hsu-Chao, Shih, Wen-Yueh, Chen, Yi-Feng, Huang, Shen-Hang, Chang, Hao-Han, Wang, Jun-Zhe, Huang, Jiun-Long, Dai, Tian-Shyr
Publicado 2021