Peer Nagy | DeepAI

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research

∙ 08/25/2023

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

Financial exchanges across the world use limit order books (LOBs) to pro...

0 Sascha Frey, et al. ∙

research

∙ 01/20/2023

Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets

We employ deep reinforcement learning (RL) to train an agent to successf...

0 Peer Nagy, et al. ∙