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

Sascha FreyKang LiPeer NagySilvia SaporaChris LuStefan ZohrenJakob N. FoersterAnisoara Calinescu
Published in: CoRR (2023)
Keyphrases
  • gpu accelerated
  • reinforcement learning
  • real time
  • machine learning
  • computational intelligence