"Online Structural Break Detection for Pairs Trading Using Wavelet ..."

Shen-Hang Huang et al. (2020)

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DOI: 10.1109/BIGCOMP48618.2020.00-73

access: closed

type: Conference or Workshop Paper

metadata version: 2020-05-05

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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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