Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration.
Soumyadip SarkarPublished in: CoRR (2023)
Keyphrases
- high frequency
- low frequency
- financial markets
- reinforcement learning
- action selection
- visual quality
- high resolution
- discrete wavelet transform
- subband
- wavelet transform
- exploration strategy
- wavelet coefficients
- high frequency components
- learning algorithm
- state space
- frequency band
- low pass
- multi agent
- high frequencies
- wavelet domain
- wavelet decomposition
- multi resolution analysis
- stock price
- phase shifting