CORE
CO
nnecting
RE
positories
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Research partnership
About
About
About us
Our mission
Team
Blog
FAQs
Contact us
Community governance
Governance
Advisory Board
Board of supporters
Research network
Innovations
Our research
Labs
Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning
Authors
B-L Zhang
CJ Watkins
+20 more
D Fengqian
HJ Choe
J Carapuċo
J Li
J Moody
J Moody
J Qiu
JCP M’ng
MA Dempster
PJ Werbos
RS Stanković
S Hochreiter
S Lahmiri
T-J Hsieh
TL Meng
W Bao
WF Sharpe
Y Bengio
Y Deng
Y Deng
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
Abstract
Abstract is not available.
Similar works
Full text
Available Versions
Crossref
See this paper in CORE
Go to the repository landing page
Download from data provider
Last time updated on 27/04/2021