High Frequency Trading with Deep Reinforcement Learning Agents Under a Directional Changes Sampling Framework
Author:
Affiliation:
1. School of Computer Science and Electronic Engineering, University of Essex,Wivenhoe Park,United Kingdom
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10371778/10371788/10371966.pdf?arnumber=10371966
Reference23 articles.
1. Forecasting stock market crisis events using deep and statistical machine learning techniques
2. A survey on machine learning models for financial time series forecasting
3. On the Distribution of Stock Price Differences
4. From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
5. Algorithmic trading with directional changes
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