Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning
Autor: | Liu, Jianhe, Lu, Luze, Zong, Xiangyu, Xie, Baao |
---|---|
Zdroj: | In Finance Research Letters December 2023 58 Part C |
Databáze: | ScienceDirect |
Externí odkaz: |