Explicit Bandwidth Learning for FOREX Trading Using Deep Reinforcement Learning

Model for explicit bandwidth learning for FOREX Trading

Overview

This repository contains a practical tool that employs Gaussian filters to denoise FOREX data using explicit bandwidth learning. We provide an open source implementation of the layer applying the Gaussian filters can be used in an DL-based trading pipeline.

Citation

If you use this code or find our work otherwise useful, please consider citing our paper:

@journal{nalmpantis2025end,
  title={Explicit Bandwidth Learning for FOREX Trading Using Deep Reinforcement Learning},
  author={Nalmpantis, Angelos and Passalis, Nikolaos and Tefas, Anastasios},
  journal={IEEE Signal Processing Letters},
  }

Acknowledgments

This work has received funding from the research project ”Energy Efficient and Trustworthy Deep Learning - DeepLET” is implemented in the framework of H.F.R.I call “Basic research Financing (Horizontal support of all Sciences)” under the National Recovery and Resilience Plan “Greece 2.0” funded by the European Union – NextGenerationEU (H.F.R.I. Project Number: 16762). This publication reflects the authors’ views only. The European Commission is not responsible for any use that may be made of the information it contains.