Andrew Brim. Deep Reinforcement Learning Pairs Trading with a Double Deep Q-Network. In 10th Annual Computing and Communication Workshop and Conference, CCWC 2020, Las Vegas, NV, USA, January 6-8, 2020. pages 222-227, IEEE, 2020. [doi]
@inproceedings{Brim20,
title = {Deep Reinforcement Learning Pairs Trading with a Double Deep Q-Network},
author = {Andrew Brim},
year = {2020},
doi = {10.1109/CCWC47524.2020.9031159},
url = {https://doi.org/10.1109/CCWC47524.2020.9031159},
researchr = {https://researchr.org/publication/Brim20},
cites = {0},
citedby = {0},
pages = {222-227},
booktitle = {10th Annual Computing and Communication Workshop and Conference, CCWC 2020, Las Vegas, NV, USA, January 6-8, 2020},
publisher = {IEEE},
isbn = {978-1-7281-3783-4},
}