Research on Quantitative Trading Strategy based on LSTM and Dynamic Programming.
Rui MaShuhan YeZihao FengJiyang JinPublished in: CIPAE (2022)
Keyphrases
- dynamic programming
- quantitative and qualitative
- recurrent neural networks
- stereo matching
- linear programming
- greedy algorithm
- coarse to fine
- single machine
- dp matching
- real time
- qualitative and quantitative
- markov decision processes
- multi agent
- database systems
- scheduling problem
- reinforcement learning
- similarity measure
- infinite horizon
- sequence alignment
- quantitative measures