Jimin Lee, Hayeong Koh, Hi Jun Choe. Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning. Appl. Intell., 51(8):6202-6223, 2021. [doi]
@article{LeeKC21-3,
title = {Learning to trade in financial time series using high-frequency through wavelet transformation and deep reinforcement learning},
author = {Jimin Lee and Hayeong Koh and Hi Jun Choe},
year = {2021},
doi = {10.1007/s10489-021-02218-4},
url = {https://doi.org/10.1007/s10489-021-02218-4},
researchr = {https://researchr.org/publication/LeeKC21-3},
cites = {0},
citedby = {0},
journal = {Appl. Intell.},
volume = {51},
number = {8},
pages = {6202-6223},
}