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Auto uning of price prediction models for high-frequency trading via reinforcement learning.
Weipeng Zhang
Ning Zhang
Junchi Yan
Guofu Li
Xiaokang Yang
Published in:
Pattern Recognit. (2022)
Keyphrases
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high frequency
low frequency
reinforcement learning
prediction model
high resolution
visual quality
high frequencies
wavelet transform
wavelet coefficients
discrete wavelet transform
wavelet decomposition
trading systems
multi resolution analysis
low pass