Xiangyu Zong

University of Glasgow

Scotland

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

434

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Deep Reinforcement Learning for Pairs Trading:Evidence from Soybean Commodities

Number of pages: 34 Posted: 22 Apr 2021
Xiangyu Zong, Jianhe Liu and Chensong Wang
University of Glasgow, Zhejiang University of Finance and Economics (ZUFE) and Zhejiang University of Finance and Economics (ZUFE)
Downloads 179 (230,853)

Abstract:

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Finance, pairs trading, DRL

2.

Deep Reinforcement Learning and Genetic Algorithm for a Pairs Trading Task on Commodities

Number of pages: 42 Posted: 18 Feb 2021
University of Glasgow, University of Glasgow and University of Glasgow
Downloads 148 (270,390)
Citation 2

Abstract:

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Deep Reinforcement Learning, Pairs Trading, Commodities

3.

MLP, CNN, LSTM and Hybrid SVM for Stock Index Forecasting Task to INDU and FTSE100

Number of pages: 37 Posted: 21 Sep 2020
Xiangyu Zong
University of Glasgow
Downloads 107 (343,294)

Abstract:

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Neural Networks, Support Vector Machine, Binary Gravity Search Algorithm, Stock Index