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Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 2016
S. Fallahpour   +3 more
semanticscholar   +1 more source

A stochastic model for commodity pairs trading

, 2016
Ahmet Göncü, Erdinç Akyıldırım
semanticscholar   +1 more source

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