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

Nov 25, 2024

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Applied Mathematics and Nonlinear Sciences

Volume 9 (2024): Issue 1 (January 2024)

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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.

Li, Zimeng

School of Economics and management, Shenyang Aerospace UniversityShenyang, China

Language:: English

Publication timeframe:: 1 times per year
Journal Subjects:: Life Sciences, Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics, Physics, other

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