Efficient Continuous Space Policy Optimization for High-frequency Trading.

Li Han Nan Ding Guoxuan Wang Dawei Cheng Yuqi Liang

Published in: KDD (2023)

Keyphrases

high frequency
continuous space
low frequency
high resolution
high frequencies
wavelet transform
subband
wavelet coefficients
discrete space
computationally efficient
discrete wavelet transform
feature space
optimization problems
high frequency components