Deep Reinforcement Learning and Genetic Algorithm for a Pairs Trading Task on Commodities
Year of publication: |
[2021]
|
---|---|
Authors: | Sermpinis, Georgios ; Stasinakis, Charalampos ; Zong, Xiangyu |
Publisher: |
[S.l.] : SSRN |
Subject: | Evolutionärer Algorithmus | Evolutionary algorithm | Lernprozess | Learning process | Theorie | Theory |
Extent: | 1 Online-Ressource (42 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3770061 [DOI] |
Classification: | G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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