Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach
Crossref DOI link: https://doi.org/10.1007/s00500-016-2298-4
Published Online: 2016-08-08
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fallahpour, Saeid
Hakimian, Hasan
Taheri, Khalil
Ramezanifar, Ehsan
License valid from 2016-08-08