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

Frey S, Li K, Nagy P, Sapora S, Lu C, Zohren S, Foerster J, Calinescu A
25 August 2023
preprint
Book Title:
arXiv
No abstract available
Keywords:

46 Information and Computing Sciences

,

4611 Machine Learning

,

Generic health relevance

DOI
10.48550/arxiv.2308.13289