Deep LSTM with Reinforcement Learning Layer for Financial Trend Prediction in FX High Frequency Trading Systems
High-frequency trading is a method of intervention on the financial markets that uses sophisticated software tools, and sometimes also hardware, with which to implement high-frequency negotiations, guided by mathematical algorithms, that act on markets for shares, options, bonds, derivative instrume...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-10-01
|
| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2076-3417/9/20/4460 |