Before revision:  The main objective of this paper is to propose a novel way of modeling the high frequency trading problem using Deep Reinforcement Learning and to argue why Deep RL can have a lot of potential in the field of High Frequency Trading.
After revision:  The main objective of this paper is to propose a novel way of modeling the high frequency trading problem using Deep Reinforcement Learning and to argue why Deep Learning methods can have a lot of potential in the field of High Frequency Trading.