Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO

21 June 2022

Papers citing "Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO"

1 / 1 papers shown

Title
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading Sascha Frey Kang Li Peer Nagy Silvia Sapora Chris Xiaoxuan Lu S. Zohren Jakob N. Foerster Anisoara Calinescu 38 14 0 25 Aug 2023