JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
SIG-FIN-024
The Construction of High Frequency Trading Strategy via Reinforcement Learning
Hiroyuki KOBAYASHI, Kiyoshi IZUMI, Hiroyasu MATSUSHIMA, Hiroki SAKAJI, Takashi SHIMADA
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2020 Volume 2020 Issue FIN-024 Pages 129-

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