{"id":"https://openalex.org/W4409623472","doi":"https://doi.org/10.1007/s42979-025-03854-0","title":"Deep Reinforcement Learning in Continuous Action Spaces for Pair Trading: A Comparative Study of A2 C and PPO","display_name":"Deep Reinforcement Learning in Continuous Action Spaces for Pair Trading: A Comparative Study of A2 C and PPO","publication_year":2025,"publication_date":"2025-04-21","ids":{"openalex":"https://openalex.org/W4409623472","doi":"https://doi.org/10.1007/s42979-025-03854-0"},"language":"en","primary_location":{"id":"doi:10.1007/s42979-025-03854-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s42979-025-03854-0","pdf_url":null,"source":{"id":"https://openalex.org/S4210174798","display_name":"SN Computer Science","issn_l":"2661-8907","issn":["2661-8907","2662-995X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SN Computer Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102308536","display_name":"Cristi\u00e1n Quintero","orcid":null},"institutions":[{"id":"https://openalex.org/I59986765","display_name":"Universidad Externado de Colombia","ror":"https://ror.org/02xtwpk10","country_code":"CO","type":"education","lineage":["https://openalex.org/I59986765"]}],"countries":["CO"],"is_corresponding":true,"raw_author_name":"Cristian Quintero","raw_affiliation_strings":["Department of Finance, Universidad Externado de Colombia, Bogota, DC, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Universidad Externado de Colombia, Bogota, DC, Colombia","institution_ids":["https://openalex.org/I59986765"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020715986","display_name":"Diego Leon","orcid":"https://orcid.org/0000-0003-1434-7569"},"institutions":[{"id":"https://openalex.org/I59986765","display_name":"Universidad Externado de Colombia","ror":"https://ror.org/02xtwpk10","country_code":"CO","type":"education","lineage":["https://openalex.org/I59986765"]}],"countries":["CO"],"is_corresponding":false,"raw_author_name":"Diego Leon","raw_affiliation_strings":["Department of Finance, Universidad Externado de Colombia, Bogota, DC, Colombia"],"raw_orcid":"https://orcid.org/0000-0003-1434-7569","affiliations":[{"raw_affiliation_string":"Department of Finance, Universidad Externado de Colombia, Bogota, DC, Colombia","institution_ids":["https://openalex.org/I59986765"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101690716","display_name":"Javier Sandoval","orcid":"https://orcid.org/0000-0002-4204-1818"},"institutions":[{"id":"https://openalex.org/I59986765","display_name":"Universidad Externado de Colombia","ror":"https://ror.org/02xtwpk10","country_code":"CO","type":"education","lineage":["https://openalex.org/I59986765"]}],"countries":["CO"],"is_corresponding":false,"raw_author_name":"Javier Sandoval","raw_affiliation_strings":["Department of Finance, Universidad Externado de Colombia, Bogota, DC, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Universidad Externado de Colombia, Bogota, DC, Colombia","institution_ids":["https://openalex.org/I59986765"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101054458","display_name":"Germ\u00e1n Hern\u00e1ndez","orcid":null},"institutions":[{"id":"https://openalex.org/I36243813","display_name":"Universidad Nacional de Colombia","ror":"https://ror.org/059yx9a68","country_code":"CO","type":"education","lineage":["https://openalex.org/I36243813"]}],"countries":["CO"],"is_corresponding":false,"raw_author_name":"German Hernandez","raw_affiliation_strings":["Department of Engineering, Universidad Nacional de Colombia, Bogota, DC, Colombia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Engineering, Universidad Nacional de Colombia, Bogota, DC, Colombia","institution_ids":["https://openalex.org/I36243813"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5102308536"],"corresponding_institution_ids":["https://openalex.org/I59986765"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":1.1401,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.77856013,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"6","issue":"5","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9778000116348267,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9760000109672546,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement","display_name":"Reinforcement","score":0.6629309058189392},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.6558717489242554},{"id":"https://openalex.org/keywords/action","display_name":"Action (physics)","score":0.5465393662452698},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.39378881454467773},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.36326321959495544},{"id":"https://openalex.org/keywords/psychology","display_name":"Psychology","score":0.23562002182006836},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.14118370413780212},{"id":"https://openalex.org/keywords/social-psychology","display_name":"Social psychology","score":0.13958537578582764}],"concepts":[{"id":"https://openalex.org/C67203356","wikidata":"https://www.wikidata.org/wiki/Q1321905","display_name":"Reinforcement","level":2,"score":0.6629309058189392},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.6558717489242554},{"id":"https://openalex.org/C2780791683","wikidata":"https://www.wikidata.org/wiki/Q846785","display_name":"Action (physics)","level":2,"score":0.5465393662452698},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.39378881454467773},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.36326321959495544},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.23562002182006836},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.14118370413780212},{"id":"https://openalex.org/C77805123","wikidata":"https://www.wikidata.org/wiki/Q161272","display_name":"Social psychology","level":1,"score":0.13958537578582764},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s42979-025-03854-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s42979-025-03854-0","pdf_url":null,"source":{"id":"https://openalex.org/S4210174798","display_name":"SN Computer Science","issn_l":"2661-8907","issn":["2661-8907","2662-995X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SN Computer Science","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":12,"referenced_works":["https://openalex.org/W2107535465","https://openalex.org/W2485146987","https://openalex.org/W3012223895","https://openalex.org/W4211171425","https://openalex.org/W4214717370","https://openalex.org/W4224232484","https://openalex.org/W4307877441","https://openalex.org/W4399487545","https://openalex.org/W4403493178","https://openalex.org/W6609822380","https://openalex.org/W6677916085","https://openalex.org/W6991342332"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W4310083477","https://openalex.org/W2328553770","https://openalex.org/W2920061524","https://openalex.org/W1977959518","https://openalex.org/W2038908348","https://openalex.org/W2107890255","https://openalex.org/W2106552856"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
