@article{macrohftmemoryaugmentedcontextaware,
  title = {MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading},
  author = {Chuqiao Zong and Chaojie Wang and Molei Qin and Lei Feng and Xinrun Wang and Bo An},
  year = {2024},
  eprint = {2406.14537},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2406.14537v1},
}