DDPG based on multi-scale strokes for financial time series trading strategy-Reference-Cited by-同舟云学术

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

Published:2022-05-12 Issue: Volume: Page:
ISSN:
Container-title:2022 8th International Conference on Computer Technology Applications
language:
Short-container-title:

Author:

Chen Jun-cheng¹,Chen Cong-xiao¹,Duan Li-juan¹,Cai Zhi¹

Affiliation:

1. Faculty of Information Technology, Beijing University Of Technology, China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3543712.3543716

Reference24 articles.

1. Farmer J D . Market Force , Ecology, and Evolution [J] . Computing in Economics and Finance 1999 , 1998 , 11(5): 895 - 953 (59). Farmer J D . Market Force, Ecology, and Evolution[J]. Computing in Economics and Finance 1999, 1998, 11(5):895-953(59).

2. The profitability of moving average trading rules in South Asian stock markets

3. Chong TT-L , Ng W-K , Liew VK-S . Revisiting the Performance of MACD and RSI Oscillators. Journal of Risk and Financial Management. 2014 ; 7(1):1-12. Chong TT-L, Ng W-K, Liew VK-S. Revisiting the Performance of MACD and RSI Oscillators. Journal of Risk and Financial Management. 2014; 7(1):1-12.

4. an advanced turtle trading system[J];Vezeris D;Journal of Risk and Financial Management,2019

5. Applications of deep learning in stock market prediction: Recent progress

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