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Online structural break detection for pairs trading using wavelet transform and hybrid deep learning model
Shen Hang Huang, Wen-Yueh Shih, Jing You Lu, Hao Han Chang, Chao Hsien Chu, Jun Zhe Wang, Jiun-Long Huang, Tian-Shyr Dai
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review