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"Modeling limit order trading with a continuous action policy for deep ..."

Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas (2023)

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DOI: 10.1016/J.NEUNET.2023.05.051

access: closed

type: Journal Article

metadata version: 2023-09-24

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Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas:
Modeling limit order trading with a continuous action policy for deep reinforcement learning. Neural Networks 165: 506-515 (2023)

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