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

Data publikacji: 25 lis 2024

Otrzymano: 11 lip 2024

Przyjęty: 16 paź 2024

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

Słowa kluczowe

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.