lob-world-models
Unverified ML strategy on Multi by Jeonghwan-Cheon. BotFinder score 18 out of 100.
Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.
Source: github
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lob-world-models
mbrl-lob Implementation of the paper . Datasets Neural networks Model-based reinforcement learning
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