Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning
Jianhe Liu, Luze Lu, Xiangyu Zong, Baao Xie
| Year of publication: |
2023
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|---|---|
| Authors: | Liu, Bruce Jianhe ; Lu, Luze ; Zong, Xiangyu ; Xie, Baao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-8
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| Subject: | DRL | Nonlinear relationships | Pairs trading | Soybean futures | Sojabohne | Soybean | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104477 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636507