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JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading.

Sascha Yves FreyKang LiPeer NagySilvia SaporaChristopher LuStefan ZohrenJakob N. FoersterAnisoara Calinescu
Published in: ICAIF (2023)
Keyphrases
  • reinforcement learning
  • gpu accelerated
  • real world
  • real time
  • artificial neural networks
  • researchers and practitioners
  • book covers