Before revision:  Thus, we propose an algorithm called the Multi-frequency Continuous-share Trading algorithm with GARCH (MCTG) to solve the problems above, which consists of parallel network layers and deep reinforcement learning . The former is composed of three parallel network layers , respectively dealing with different frequencies (five minute, one day, one week) data, and day level considers the volatilities of stocks.
After revision:  Thus, we propose an algorithm called the Multi-frequency Continuous-share Trading algorithm with GARCH (MCTG) to solve the problems above, which consists of parallel network layers and deep reinforcement learning model, where the deep learning parallel network layers , respectively dealing with different frequencies (five minute, one day, one week) data, and day level considers the volatilities of stocks.