High-Frequency Equity Index Futures Trading Using Recurrent Reinforcement Learning with Candlesticks.
Patrick GabrielssonUlf JohanssonPublished in: SSCI (2015)
Keyphrases
- high frequency
- futures market
- reinforcement learning
- low frequency
- financial markets
- short run
- visual quality
- high resolution
- subband
- stock market
- wavelet transform
- long run
- high frequencies
- wavelet coefficients
- wavelet domain
- discrete wavelet transform
- low pass
- frequency band
- wavelet decomposition
- multiple images
- garch model
- multi resolution analysis
- high frequency components
- trading systems
- machine learning
- frequency domain
- multiresolution
- image processing