Improved pairs trading strategy using two-level reinforcement learning framework-Reference-Cited by-同舟云学术

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Improved pairs trading strategy using two-level reinforcement learning framework

Published:2023-11 Issue: Volume:126 Page:107148
ISSN:0952-1976
Container-title:Engineering Applications of Artificial Intelligence
language:en
Short-container-title:Engineering Applications of Artificial Intelligence

Author:

Xu Zhizhao,Luo Chao

Funder

National Natural Science Foundation of China

Natural Science Foundation of Shandong Province

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Artificial Intelligence,Control and Systems Engineering

Reference40 articles.

1. The option-critic architecture;Bacon,2017

2. Analytic solutions for optimal statistical arbitrage trading;Bertram;Phys. Stat. Mech. Appl.,2010

3. Deep reinforcement learning pairs trading with a double deep Q-network;Brim,2020

4. Empirical investigation of an equity pairs trading strategy;Chen;Manag. Sci.,2019

5. Deep direct reinforcement learning for financial signal representation and trading;Deng;IEEE Transact. Neural Networks Learn. Syst.,2016

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Machine Learning-Enhanced Pairs Trading;Forecasting;2024-06-11

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