Towards a fully rl-based market simulator-Reference-Cited by-同舟云学术

Towards a fully rl-based market simulator

Published:2021-11-03 Issue: Volume: Page:
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Container-title:Proceedings of the Second ACM International Conference on AI in Finance
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Author:

Ardon Leo¹,Vadori Nelson¹,Spooner Thomas¹,Xu Mengda¹,Vann Jared¹,Ganesh Sumitra¹

Affiliation:

1. J.P. Morgan AI Research

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3490354.3494372

Reference17 articles.

1. Dealership market

2. High-frequency trading in a limit order book

3. Greg Brockman , Vicki Cheung , Ludwig Pettersson , Jonas Schneider , John Schulman , Jie Tang , and Wojciech Zaremba . 2016. Openai gym. arXiv preprint arXiv:1606.01540 ( 2016 ). Greg Brockman, Vicki Cheung, Ludwig Pettersson, Jonas Schneider, John Schulman, Jie Tang, and Wojciech Zaremba. 2016. Openai gym. arXiv preprint arXiv:1606.01540 (2016).

4. Nicholas Tung Chan and Christian Shelton. 2001. An electronic market-maker. (2001). Nicholas Tung Chan and Christian Shelton. 2001. An electronic market-maker. (2001).

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