DDPG based on multi-scale strokes for financial time series trading strategy.
Jun-Cheng ChenCong-Xiao ChenLijuan DuanZhi CaiPublished in: CoRR (2022)
Keyphrases
- financial time series
- multiscale
- stock market
- financial time series forecasting
- financial data
- exchange rate
- non stationary
- stock price
- turning points
- stock exchange
- image segmentation
- edge detection
- image representation
- stock returns
- image processing
- multivariate time series
- data mining
- short term
- social network analysis
- dimensionality reduction
- information extraction