"Pairs trading strategy optimization using the reinforcement learning ..."

Saeid Fallahpour et al. (2016)

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DOI: 10.1007/S00500-016-2298-4

access: closed

type: Journal Article

metadata version: 2017-05-20

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  - journals/soco/FallahpourHTR16
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  - https://dblp.org/rec/journals/soco/FallahpourHTR16
Saeid Fallahpour, Hasan Hakimian, Khalil Taheri, Ehsan Ramezanifar:
Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach. Soft Comput. 20(12): 5051-5066 (2016)

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