DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities

Shuo Sun, Wanqi Xue, Rundong Wang, Xu He, Junlei Zhu, Jian Li, Bo An 0001. DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities. In Mohammad Al Hasan, Li Xiong 0001, editors, Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022. pages 1858-1867, ACM, 2022. [doi]

Abstract

Abstract is missing.