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2019
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Article
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Fig 11
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Research Article
Optimizing the Pairs-Trading Strategy Using Deep Reinforcement Learning with Trading and Stop-Loss Boundaries
Figure 11
Average top-5 profits of PTDQN and PTA0 to PTA5 using TLS with the test dataset.
(a)
MSFT/JPM
(b)
MSFT/TXN
(c)
BRKa/ABT
(d)
BRKa/UTX
(e)
JPM/T
(f)
JPM/HON
(g)
JPM/GE
(h)
JNJ/WFC
(i)
XOM/CVX
(j)
HON/TXN
(k)
GE/TXN