Mbt-gym: Reinforcement learning for model-based limit order book trading

Joseph Jerome, Leandro Sánchez-Betancourt, Rahul Savani, Martin Herdegen. Mbt-gym: Reinforcement learning for model-based limit order book trading. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 619-627, ACM, 2023. [doi]

Abstract

Abstract is missing.