Deep Reinforcement Learning for Active High Frequency Trading.

Antonio Briola Jeremy D. Turiel Riccardo Marcaccioli Tomaso Aste

Published in: CoRR (2021)

Keyphrases

high frequency
reinforcement learning
low frequency
high resolution
high frequencies
visual quality
subband
wavelet transform
low pass
wavelet decomposition
wavelet coefficients
high frequency components
discrete wavelet transform
machine learning
frequency domain
wavelet domain