Skip to content
Search
English
English
Deutsch
Polski
Español
Français
Italiano
Home
Journals
Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
Open Access
A Study of Quantitative Modeling and Capital Market Efficiency Enhancement in High Frequency Trading
Zimeng Li
Zimeng Li
School of Economics and management, Shenyang Aerospace University
Shenyang, China
Search for this author on
Sciendo
|
Google Scholar
Li, Zimeng
Nov 25, 2024
Applied Mathematics and Nonlinear Sciences
Volume 9 (2024): Issue 1 (January 2024)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Download Cover
Published Online:
Nov 25, 2024
Received:
Jul 11, 2024
Accepted:
Oct 16, 2024
DOI:
https://doi.org/10.2478/amns-2024-3449
Keywords
<kwd>Time window sliding</kwd>
,
<kwd>Reward function</kwd>
,
<kwd>Deep reinforcement learning</kwd>
,
<kwd>Trading quantitative model</kwd>
,
<kwd>Capital market</kwd>
© 2024 Zimeng Li, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.