Deep Reinforcement Learning in High Frequency Trading.
Prakhar GaneshPuneet RakhejaPublished in: CoRR (2018)
Keyphrases
- high frequency
- reinforcement learning
- low frequency
- high resolution
- visual quality
- wavelet transform
- wavelet coefficients
- low pass
- subband
- high frequency components
- high frequencies
- discrete wavelet transform
- machine learning
- frequency band
- wavelet domain
- wavelet decomposition
- phase shifting
- human visual system
- filter bank
- image data
- image sequences