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https://github.com/jacobkahn/reinforcement-learning-market-microstructure
Using Q-learning to better navigate orderbooks.
https://github.com/jacobkahn/reinforcement-learning-market-microstructure
deep-learning financial-markets machine-learning neural-networks orderbook q-learning reinforcement-learning
Last synced: 23 days ago
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Using Q-learning to better navigate orderbooks.
- Host: GitHub
- URL: https://github.com/jacobkahn/reinforcement-learning-market-microstructure
- Owner: jacobkahn
- Created: 2017-02-11T02:09:49.000Z (over 7 years ago)
- Default Branch: master
- Last Pushed: 2018-04-07T16:20:00.000Z (over 6 years ago)
- Last Synced: 2023-08-13T08:57:58.232Z (about 1 year ago)
- Topics: deep-learning, financial-markets, machine-learning, neural-networks, orderbook, q-learning, reinforcement-learning
- Language: Python
- Homepage:
- Size: 33.7 MB
- Stars: 17
- Watchers: 5
- Forks: 3
- Open Issues: 1