EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading

Molei Qin, Shuo Sun, Wentao Zhang, Haochong Xia, Xinrun Wang, Bo An 0001. EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading. In Michael J. Wooldridge, Jennifer G. Dy, Sriraam Natarajan, editors, Thirty-Eigth AAAI Conference on Artificial Intelligence, AAAI 2024, Thirty-Sixth Conference on Innovative Applications of Artificial Intelligence, IAAI 2024, Fourteenth Symposium on Educational Advances in Artificial Intelligence, EAAI 2014, February 20-27, 2024, Vancouver, Canada. pages 14669-14676, AAAI Press, 2024. [doi]

Abstract

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