Reinforcement Learning for High-Frequency Market Making.
Ye-Sheen LimDenise GorsePublished in: ESANN (2018)
Keyphrases
- high frequency
- reinforcement learning
- low frequency
- subband
- high resolution
- visual quality
- wavelet transform
- discrete wavelet transform
- high frequencies
- multi resolution analysis
- low pass
- high frequency components
- frequency band
- wavelet domain
- wavelet coefficients
- wavelet decomposition
- image reconstruction
- multiresolution
- high quality
- phase shifting
- computer vision