Weiguang Han, Boyi Zhang, Qianqian Xie, Min Peng, Yanzhao Lai, Jimin Huang. Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. In Ambuj Singh, Yizhou Sun, Leman Akoglu, Dimitrios Gunopulos, Xifeng Yan, Ravi Kumar 0001, Fatma Ozcan, Jieping Ye, editors, Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2023, Long Beach, CA, USA, August 6-10, 2023. pages 4123-4134, ACM, 2023. [doi]
Abstract is missing.