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

Online veröffentlicht: 25. Nov. 2024

Eingereicht: 11. Juli 2024

Akzeptiert: 16. Okt. 2024

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

Schlüsselwörter

<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.