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"Pairs trading strategy optimization using the reinforcement learning ..."
Saeid Fallahpour et al. (2016)
- Saeid Fallahpour, Hasan Hakimian, Khalil Taheri, Ehsan Ramezanifar:
Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach. Soft Comput. 20(12): 5051-5066 (2016)
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