Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets

We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a reinforcement learning OpenAI gym environment and utilize it...

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Detalles Bibliográficos
Autores principales: Nagy, Peer, Calliess, Jan-Peter, Zohren, Stefan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2023
Materias:
Artificial Intelligence
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10561243/
https://www.ncbi.nlm.nih.gov/pubmed/37818429
http://dx.doi.org/10.3389/frai.2023.1151003

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10561243/
https://www.ncbi.nlm.nih.gov/pubmed/37818429
http://dx.doi.org/10.3389/frai.2023.1151003

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