May 13, 2022 · Thanks to the actual tick data of stock, we are able to train and test D3QN agents in a relatively realistic environment. To further explore the ...
May 9, 2022 · Thanks to the actual tick data of stock, we are able to train and test D3QN agents in a relatively realistic environment. To further explore the ...
originals · Performance of Deep Reinforcement Learning for High Frequency Market Making on Actual Tick Data · Speakers · Downloads · Next from AAMAS 2022 · Similar ...
A deep reinforcement learning approach that fuses tick-level data with periodic prediction signals to develop a more accurate and robust market making ...
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The agents successfully reproduce stylised facts in historical trade data from each simulation. Keywords: High-Frequency Trading; Deep Reinforcement Learning; ...
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Jun 19, 2023 · We propose a deep reinforcement learning approach that fuses tick-level data with periodic prediction signals to develop a more accurate and robust market ...
Aug 3, 2024 · This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency ...
Dec 20, 2022 · This paper presents an approach to market making using deep reinforcement learning, with the novelty that, rather than to set the bid and ask prices directly,
Market making refers to the process where a trader, called a market maker, posts quotes on both sides of the limit order book (LOB) to provide liquidity and ...
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In this paper, we develop realistic simulations of limit order markets and use them to design a high-frequency market making agent using Deep Recurrent Q- ...
Missing: Performance Actual Tick