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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
6
Scopus
citations