Shen-Hang Huang, Wen-Yueh Shih, Jing-You Lu, Hao Han Chang, Chao-Hsien Chu, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai. Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model. In 2020 IEEE International Conference on Big Data and Smart Computing, BigComp 2020, Busan, Korea (South), February 19-22, 2020. pages 209-216, IEEE, 2020. [doi]
@inproceedings{HuangSLCCWHD20,
title = {Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model},
author = {Shen-Hang Huang and Wen-Yueh Shih and Jing-You Lu and Hao Han Chang and Chao-Hsien Chu and Jun-Zhe Wang and Jiun-Long Huang and Tian-Shyr Dai},
year = {2020},
doi = {10.1109/BigComp48618.2020.00-73},
url = {https://doi.org/10.1109/BigComp48618.2020.00-73},
researchr = {https://researchr.org/publication/HuangSLCCWHD20},
cites = {0},
citedby = {0},
pages = {209-216},
booktitle = {2020 IEEE International Conference on Big Data and Smart Computing, BigComp 2020, Busan, Korea (South), February 19-22, 2020},
publisher = {IEEE},
isbn = {978-1-7281-6034-4},
}