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

Chuqiao Zong et al. (2024)

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DOI: 10.1145/3637528.3672064

access: closed

type: Conference or Workshop Paper

metadata version: 2025-01-19

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Chuqiao Zong, Chaojie Wang, Molei Qin, Lei Feng, Xinrun Wang, Bo An:
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading. KDD 2024: 4712-4721

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