MCTG: Multi-frequency continuous-share trading algorithm with GARCH based on deep reinforcement learning.
Zhishun WangWei LuKaixin ZhangTianhao LiZixi ZhaoPublished in: CoRR (2021)
Keyphrases
- learning algorithm
- reinforcement learning
- computational complexity
- dynamic programming
- high accuracy
- times faster
- optimization algorithm
- simulated annealing
- convergence rate
- computational cost
- experimental evaluation
- significant improvement
- preprocessing
- feature selection
- markov decision processes
- model free
- continuous domains
- detection algorithm
- segmentation algorithm
- linear programming
- state space
- k means
- similarity measure