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

@inproceedings{sun-2022-deepscalper, author = {Shuo Sun and Wanqi Xue and Rundong Wang and Xu He and Junlei Zhu and Jian Li and Bo An}, editor = {Mohammad Al Hasan and Li Xiong}, title = {{DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities}}, booktitle = {{Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022}}, pages = {1858--1867}, publisher = {ACM}, year = {2022}, url = {https://doi.org/10.1145/3511808.3557283}, doi = {https://doi.org/10.1145/3511808.3557283} }