Explaining reinforcement learning agent for high-frequency trading in quantitative finance

• Main Author: Zhao, Yuqing
• Other Authors: Bo An
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; High-frequency trading; Explainable AI; Reinforcement learning; Quantitative finance
• Online Access: https://hdl.handle.net/10356/174971
• Institution: Nanyang Technological University

High-frequency trading (HFT) has emerged as a prominent domain within quantitative trading, leveraging advanced algorithms to exploit microsecond-level market inefficiencies, particularly evident in the volatile Cryptocurrency (Crypto) market. Despite its potential, HFT faces challenges such as low...