"MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High ..."

Chuqiao Zong et al. (2024)

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DOI: 10.48550/ARXIV.2406.14537

access: open

type: Informal or Other Publication

metadata version: 2024-07-16

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  - journals/corr/abs-2406-14537
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  - https://dblp.org/rec/journals/corr/abs-2406-14537
Chuqiao Zong, Chaojie Wang, Molei Qin, Lei Feng, Xinrun Wang, Bo An:
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading. CoRR abs/2406.14537 (2024)

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