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[IEEE 2020 IEEE International Conference on Big Data and Smart Computing (BigComp) - Busan, Korea (South) (2020.2.19-2020.2.22)] 2020 IEEE International Conference on Big Data and Smart Computing (BigComp) - Online Structural Break Detection for Pairs Trading Using Wavelet Transform and Hybrid Deep Learning Model
Huang, Shen-Hang, Shih, Wen-Yueh, Lu, Jing-You, Chang, Hao-Han, Chu, Chao-Hsien, Wang, Jun-Zhe, Huang, Jiun-Long, Dai, Tian-ShyrAnnée:
2020
DOI:
10.1109/BigComp48618.2020.00-73
Fichier:
PDF, 648 KB
2020