Pairs Trading Strategy Optimization Using Proximal Policy Optimization Algorithms.
Yi-Feng ChenWen-Yueh ShihHsu-Chao LaiHao-Chun ChangJiun-Long HuangPublished in: BigComp (2023)
Keyphrases
- optimization problems
- discrete optimization
- optimization algorithm
- stochastic gradient
- combinatorial optimization
- optimization approaches
- optimization methods
- optimization process
- optimization procedure
- stochastic search
- global optimization
- computationally efficient
- computational cost
- approximately optimal
- evolution strategy
- numerical optimization
- continuous optimization
- orders of magnitude
- optimization method
- data structure
- benchmark datasets
- machine learning algorithms
- worst case
- semi supervised
- significant improvement
- pairwise
- association rules
- computational complexity
- data streams