Chun-Hao Chen, Wei-Hsun Lai, Kudakwashe Chideme, Tzung-Pei Hong. GPU-based Advanced Long-Short Pair Trading Strategy Optimization Technique. In Joint 12th International Conference on Soft Computing and Intelligent Systems and 23rd International Symposium on Advanced Intelligent Systems, SCIS&ISIS 2022, Ise, Japan, November 29 - Dec. 2, 2022. pages 1-4, IEEE, 2022. [doi]
Abstract is missing.