Price spread prediction in high-frequency pairs trading using deep learning architectures

Authors:
  • JLJyh-Hwa Liou
    Jyh-Hwa Liou
  • YLYun-Ti Liu
    Yun-Ti Liu
  • LCLi-Chen Cheng
    Li-Chen Cheng

Abstract
No abstract available
Funding Information
  • National Science and Technology Council (109-2410-H-027-009-MY2, 110-2622-H-027-001, 111-2410-H-027-011-MY3)

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