Mbt-gym: Reinforcement learning for model-based limit order book trading
PROCEEDINGS OF THE 4TH ACM INTERNATIONAL CONFERENCE ON AI IN FINANCE, ICAIF 2023(2023)
关键词
limit order book,market making,optimal execution,liquidity provision,inventory risk,reinforcement learning
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要