Sascha Yves Frey, Kang Li, Peer Nagy, Silvia Sapora, Christopher Lu 0001, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu. JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 583-591, ACM, 2023. [doi]
Abstract is missing.