Modeling limit order trading with a continuous action policy for deep reinforcement learning.
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| Title: | Modeling limit order trading with a continuous action policy for deep reinforcement learning. |
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| Authors: | Tsantekidis, Avraam1, avraamt@csd.auth.gr, Passalis, Nikolaos1, passalis@csd.auth.gr, Tefas, Anastasios1, tefas@csd.auth.gr |
| Source: | Neural Networks; Aug2023, Vol. 165, p506-515, 10p |
| Database: | Applied Science & Technology Source |
| ISSN: | 08936080 |
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| DOI: | 10.1016/j.neunet.2023.05.051 |
