Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a reinforcement learning OpenAI gym environment and utilize it...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2023-09-01
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| Series: | Frontiers in Artificial Intelligence |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/frai.2023.1151003/full |