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 (BigComp, 2020)

Structural break-aware pairs trading strategy using deep reinforcement learning. - Jing-You Lu; Hsu-Chao Lai; Wen-Yueh Shih; Yi-Feng Chen; Shen-Hang Huang; Hao-Han Chang; Jun-Zhe Wang; Jiun-Long Huang; Tian-Shyr Dai (J. Supercomput., 2022)