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TradeBot: Bandit learning for hyper-parameters optimization of high frequency trading strategy.
Weipeng Zhang
Lu Wang
Liang Xie
Ke Feng
Xiang Liu
Published in:
Pattern Recognit. (2022)
Keyphrases
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high frequency
low frequency
learning process
high resolution
supervised learning
hyperparameters
learning algorithm
random sampling
active learning
closed form
high frequency components
prior knowledge
em algorithm
incremental learning