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