AI RESEARCH
Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning
arXiv CS.LG
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ArXi:2606.04574v1 Announce Type: new This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets. Although classical implementations of the strategy have proven successful in traditional equities, they frequently exhibit rigidity and suffer from severe divergence risks when applied to high-variance environments. To address this need, this research