MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading.
Chuqiao ZongChaojie WangMolei QinLei FengXinrun WangBo AnPublished in: CoRR (2024)
Keyphrases
- context aware
- high frequency
- reinforcement learning
- low frequency
- contextual information
- context awareness
- high resolution
- ubiquitous computing
- ambient intelligence
- wavelet transform
- mobile devices
- subband
- wavelet coefficients
- high frequencies
- mobile users
- mobile computing
- context aware systems
- ubiquitous learning
- discrete wavelet transform
- wavelet domain
- mobile applications
- smart environments
- frequency band
- low pass
- smart home
- high frequency components
- pervasive computing
- context aware services
- machine learning
- ubiquitous environment
- context aware ubiquitous learning
- user context
- multiresolution
- end users
- context aware computing