Items where Author is "Rayment, George"

Conference or Workshop Item

Rayment, George and Kampouridis, Michael (2024) Enhancing High-Frequency Trading with Deep Reinforcement Learning using Advanced Positional Awareness Under a Directional Changes Paradigm. In: International Conference on Machine Learning and Applications, 2024-12-18 - 2024-12-20, Miami, USA. (In Press)

Rayment, George and Kampouridis, Michail (2024) High Frequency Trading with Deep Reinforcement Learning Agents Under a Directional Changes Sampling Framework. In: IEEE Symposium on Computational Intelligence for Financial Engineering & Risk (CIFEr), 2023-12-05 - 2023-12-08, Mexico City, Mexico.

Thesis

Rayment, George (2025) Deep reinforcement learning for trading strategy development on high-frequency currency data using directional changes sampling. Doctoral thesis, University of Essex. DOI https://doi.org/10.5526/ERR-00042298