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

Publicado en línea: 25 nov 2024

Recibido: 11 jul 2024

Aceptado: 16 oct 2024

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

Palabras clave

<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.