Pairs Trading Strategy Optimization Using Proximal Policy Optimization Algorithms

Yi Feng Chen, Wen-Yueh Shih, Hsu-Chao Lai, Hao-Chun Chang, Jiun-Long Huang. Pairs Trading Strategy Optimization Using Proximal Policy Optimization Algorithms. In Hyeran Byun, Beng Chin Ooi, Katsumi Tanaka, Sang-Won Lee 0001, Zhixu Li, Akiyo Nadamoto, Giltae Song, Young-Guk Ha, Kazutoshi Sumiya, Yuncheng Wu, Hyuk-Yoon Kwon, Takehiro Yamamoto, editors, IEEE International Conference on Big Data and Smart Computing, BigComp 2023, Jeju, Republic of Korea, February 13-16, 2023. pages 40-47, IEEE, 2023. [doi]

Authors

Yi Feng Chen

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Wen-Yueh Shih

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Hsu-Chao Lai

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Hao-Chun Chang

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Jiun-Long Huang

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