DDPG based on multi-scale strokes for financial time series trading strategy.

Jun-Cheng Chen Cong-Xiao Chen Lijuan Duan Zhi Cai

Published in: ICCTA (2022)

Keyphrases

financial time series
multiscale
stock market
financial time series forecasting
non stationary
financial data
turning points
stock exchange
stock price
exchange rate
edge detection
short term
multivariate time series
stock returns
image processing
image segmentation
feature selection
long term