Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning.
Jimin LeeHayeong KohHi Jun ChoePublished in: Appl. Intell. (2021)
Keyphrases
- high frequency
- wavelet transformation
- reinforcement learning
- low frequency
- wavelet domain
- wavelet coefficients
- wavelet transform
- high resolution
- machine learning
- state space
- visual quality
- wavelet decomposition
- unsupervised learning
- subband
- human visual system
- multiscale
- wavelet analysis
- financial time series
- feature extraction