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rl

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mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal execution. The module is set up in an extensible way to allow the combination of different aspects of different models.

  • Updated Jun 10, 2024
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Data and code for Salesforce Research paper, GAEA: Graph Augmentation for Equitable Access via Reinforcement Learning - https://arxiv.org/abs/2012.03900 . The paper provides methods for constraint graph augmentation and optimal facility placement problems

  • Updated Jul 6, 2023
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