Deep reinforcement learning for pairs trading : evidence from China black series futures
Minjia Guo, Jianhe Liu, Ziping Luo, Xiao Han
| Year of publication: |
2024
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|---|---|
| Authors: | Guo, Minjia ; Liu, Bruce Jianhe ; Luo, Ziping ; Han, Xiao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 981-993
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| Subject: | Black series futures | Cointegration | Deep reinforcement learning | Pairs trading | China | Schwarze Menschen | Black people | Kointegration | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.05.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535675