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Deep reinforcement learning for the optimal placement of cryptocurrency limit orders.
Matthias Schnaubelt
Published in:
Eur. J. Oper. Res. (2022)
Keyphrases
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optimal placement
reinforcement learning
optimal location
reinforcement learning algorithms
state space
function approximation
multi agent
machine learning
markov decision processes
model free
temporal difference
decision making
dynamic programming
markov chain
optimal policy