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Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning.
Weiguang Han
Boyi Zhang
Qianqian Xie
Min Peng
Yanzhao Lai
Jimin Huang
Published in:
CoRR (2023)
Keyphrases
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hierarchical reinforcement learning
reinforcement learning
pairwise
model free
state abstraction
data mining
state space
markov decision process
trading systems