Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance-Reference-Cited by-同舟云学术

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

Author:

Kuo Wei-Lun¹,Chang Wei-Che²,Dai Tian-Shyr³^ORCID,Chen Ying-Ping⁴^ORCID,Chang Hao-Han³^ORCID

Affiliation:

1. Institute of Data Science and Engineering, National Yang Ming Chiao Tung University (NYCU), Hsinchu, Taiwan

2. Institute of Computer Science and Engineering, National Yang Ming Chiao Tung University (NYCU), Hsinchu, Taiwan

3. Department of Information Management and Finance, National Yang Ming Chiao Tung University (NYCU), Hsinchu, Taiwan

4. Department of Computer Science, National Yang Ming Chiao Tung University (NYCU), Hsinchu, Taiwan

Funder

Ministry of Science and Technology

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science,Electrical and Electronic Engineering

Link

Reference42 articles.

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