Peer Nagy

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 6

Top Topics

Generative Model

Top Venues

Frontiers Artif. Intell.

Publications

Sascha Yves Frey, Kang Li, Peer Nagy, Silvia Sapora, Christopher Lu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading. ICAIF (2023)
Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob N. Foerster
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network. CoRR (2023)
Peer Nagy, Jan-Peter Calliess, Stefan Zohren
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets. CoRR (2023)
Sascha Frey, Kang Li, Peer Nagy, Silvia Sapora, Chris Lu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading. CoRR (2023)
Peer Nagy, Jan-Peter Calliess, Stefan Zohren
Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets. Frontiers Artif. Intell. 6 (2023)
Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren, Jakob N. Foerster
Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network. ICAIF (2023)