Integrating Local Learning to Improve Deep-Reinforcement-Learning-based Pairs Trading Strategies-Reference-Cited by-同舟云学术

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Integrating Local Learning to Improve Deep-Reinforcement-Learning-based Pairs Trading Strategies

Published:2024-06-25 Issue: Volume:5 Page:714-719
ISSN:
Container-title:2024 IEEE Conference on Artificial Intelligence (CAI)
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Author:

Chang Wei-Che¹,Dai Tian-Shyr²,Chen Ying-Ping³,Hsieh Chin-Yi¹,Chang Yu-Wei³,Huang Yu-Han³

Affiliation:

1. National Yang Ming Chiao Tung University,Inst. of Computer Science and Engineering,Hsinchu City,Taiwan

2. National Yang Ming Chiao Tung University,Dept. of Information Management and Finance,Hsinchu City,Taiwan

3. National Yang Ming Chiao Tung University,Dept. of Computer Science,Hsinchu City,Taiwan

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx8/10605128/10605229/10605383.pdf?arnumber=10605383

Reference30 articles.

1. Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach

2. Optimizing the Pairs-Trading Strategy Using Deep Reinforcement Learning with Trading and Stop-Loss Boundaries

3. Deep Reinforcement Learning Pairs Trading with a Double Deep Q-Network

4. Structural break-aware pairs trading strategy using deep reinforcement learning

5. Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance

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