An Effective Correlation-Based Pair Trading Strategy Using Genetic Algorithms. - Chun-Hao Chen; Wei-Hsun Lai; Tzung-Pei Hong (ICCCI, 2021)

GPU-based Advanced Long-Short Pair Trading Strategy Optimization Technique. - Chun-Hao Chen; Wei-Hsun Lai; Kudakwashe Chideme; Tzung-Pei Hong (SCIS/ISIS, 2022)