EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading.

Molei Qin Shuo Sun Wentao Zhang Haochong Xia Xinrun Wang Bo An

Published in: AAAI (2024)

Keyphrases

high frequency
low frequency
hierarchical reinforcement learning
visual quality
subband
high frequencies
wavelet transform
wavelet coefficients
discrete wavelet transform
high frequency components
high resolution
wavelet domain
low pass
multiresolution
multi agent
high quality
machine learning