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Jing-You Lu

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2020 – today

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2022
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  - journals/tjs/LuLSCHCWHD22
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  - https://dblp.org/rec/journals/tjs/LuLSCHCWHD22
Jing-You Lu, Hsu-Chao Lai, Wen-Yueh Shih, Yi-Feng Chen, Shen-Hang Huang, Hao-Han Chang, Jun-Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai:
Structural break-aware pairs trading strategy using deep reinforcement learning. J. Supercomput. 78(3): 3843-3882 (2022)
2020
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  - conf/bigcomp/HuangSLCCWHD20
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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. BigComp 2020: 209-216

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