Model-based Reinforcement Learning for Predictions and Control for Limit Order Books

9 October 2019

Papers citing "Model-based Reinforcement Learning for Predictions and Control for Limit Order Books"

5 / 5 papers shown

Title
Pretraining with random noise for uncertainty calibration Jeonghwan Cheon Se-Bum Paik OnRL 41 0 0 23 Dec 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 89 3 0 20 Aug 2024
Market Making with Deep Reinforcement Learning from Limit Order Books Hongli Guo Jianwu Lin Fanlin Huang OffRL 24 2 0 25 May 2023
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 27 165 0 08 Dec 2021
Adversarial recovery of agent rewards from latent spaces of the limit order book Jacobo Roa-Vicens Yuanbo Wang Virgile Mison Y. Gal Ricardo M. A. Silva 15 3 0 09 Dec 2019