JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

25 August 2023

Papers citing "JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading"

4 / 4 papers shown

Title
LOB-Bench: Benchmarking Generative AI for Finance - an Application to Limit Order Book Data Peer Nagy Sascha Frey Kang Li Bidipta Sarkar Svitlana Vyetrenko Stefan Zohren Ani Calinescu Jakob Foerster 78 1 0 13 Feb 2025
Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024 Nikolaus Holzer Keyi Wang Kairong Xiao Xiao-Yang Liu Yanglet AIFin 27 1 0 18 Jan 2025
XLand-MiniGrid: Scalable Meta-Reinforcement Learning Environments in JAX Alexander Nikulin Vladislav Kurenkov Ilya Zisman Artem Agarkov Viacheslav Sinii Sergey Kolesnikov 21 23 0 19 Dec 2023
Model-based gym environments for limit order book trading Joseph Jerome Leandro Sánchez-Betancourt Rahul Savani Martin Herdegen 20 3 0 16 Sep 2022