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DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities.

Shuo SunWanqi XueRundong WangXu HeJunlei ZhuJian LiBo An
Published in: CIKM (2022)
Keyphrases
  • reinforcement learning
  • main contribution
  • probabilistic model
  • risk management
  • genetic algorithm
  • long term
  • dynamic programming
  • function approximation
  • temporal abstractions