A Study of Quantitative Modeling and Capital Market Efficiency Enhancement in High Frequency Trading

Publié en ligne: 25 nov. 2024

Reçu: 11 juil. 2024

Accepté: 16 oct. 2024

DOI: https://doi.org/10.2478/amns-2024-3449

Mots clés

Time window sliding, Reward function, Deep reinforcement learning, Trading quantitative model, Capital market

© 2024 Zimeng Li, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.