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Jerome, Joseph ORCID: 0000-0002-8312-0053, Sánchez-Betancourt, Leandro ORCID: 0000-0001-6447-7105, Savani, Rahul ORCID: 0000-0003-1262-7831 and Herdegen, Martin ORCID: 0000-0002-2092-7167
(2023)
Mbt-gym: Reinforcement learning for model-based limit order book trading.
In: ICAIF '23: 4th ACM International Conference on AI in Finance.