conftrace_

deep recurrent q-network

2 papers

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Also known as

DRQN

Co-occurring keywords · papers mentioning both

deep reinforcement learning (2) limit order market (1) mobile construction (1) position estimation (1) inventory risk (1) grid world (1) limit order book (1) algorithmic trading (1) market making (1) partially observable markov decision process (1)

Papers

Learning Simultaneous Navigation and Construction in Grid Worlds ICLR 2023 Deep Reinforcement Learning for High-Frequency Market Making ACML 2022