Deep reinforcement learning for pairs trading: Evidence from China black series futures-Reference-Cited by-同舟云学术

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Deep reinforcement learning for pairs trading: Evidence from China black series futures

Published:2024-06 Issue: Volume:93 Page:981-993
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Guo Minjia,Liu Jianhe^ORCID,Luo Ziping,Han Xiao

Publisher

Elsevier BV

Reference20 articles.

1. The cointegration alpha:Enhanced index tracking and long-short equity market neutral strategies;Alexander;Discussion Papers,2002

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

3. Pairs trading on different portfolios based on machine learning;Chang;Expert Systems,2020

4. Pairs trading with partial cointegration;Clegg;FAU Discussion Papers in Economics,2018

5. Revealing pairs-trading opportunities with long short-term memory networks;Flori;European Journal of Operational Research,2021

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